Weighted possibilistic variance of fuzzy number and its application in portfolio theory

Lecture Notes in Artificial Intelligence (Subseries of Lecture Notes in Computer Science)

Volumn 3613, Issue PART I, 2005, Pages 148-155

  Wang, Xun ^a   Xu, Weijun ^a   Zhang, Weiguo ^a,b   Hu, Maolin ^c  

^a XI'AN JIAOTONG UNIVERSITY   (China)

^b SOUTH CHINA UNIVERSITY OF TECHNOLOGY   (China)

^c Guyuan Teachers College   (China)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL MODELS; PROBABILITY; SECURITY SYSTEMS;

FUZZY NUMBERS; MEANVARIANCE MODEL;

FUZZY SETS;

EID: 26944481534     PISSN: 03029743     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1007/11539506_18     Document Type: Conference Paper

References (9)

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2. Carisson, C., Fullér, R.: On possibilistic mean value and variance of fuzzy numbers. Fuzzy Sets and Systems. 122 (2001) 315-326
3. Dubois, D., Prade, H.: The mean value of a fuzzy number. Fuzzy Sets and Systems. 24 (1987) 279-300
4. Dubois, D., Prade, H.: What are fuzzy rules and how to use them. Fuzzy Sets and Systems. 84 (1996) 169-185
5. Dubois, D., Prade, H., Sabbadin, R.: Decision-theoretic foundations of qualitative possibility theory. European Journal of Operational Research. 128 (2001) 459-478
6. Fullér, R., Majlender, P.: On weighted possibilistic mean and variance of fuzzy numbers. Fuzzy Sets and Systems. 136 (2003) 363-374
7. Markovitz H.: Portfolio selection: Efficient diversification of investment. Wiley, New York. (1959)
8. Yager, R.: On the instantiation of possibility distributions. Fuzzy Sets and Systems. 128 (2002) 261-266
9. Zhang, W., Nie, Z.: On possibilistic variance of fuzzy numbers. In: Wang, G., Liu, Q., Yao, Y., Skowron, A. (eds.): Rough Sets, Fuzzy Sets, Data Mining, and Granular Computing. Lecture Notes in Computer Science, Vol. 2639. Springer-Verlag, Berlin Heidelberg New York (2003) 398-402