The personalization of security selection: An application of fuzzy set theory

We apply the theory of fuzzy subsets to the multiple objective decision problem of stock selection. We allow our objectives to have varying degrees of importance. We discuss various criteria used in selecting stocks. We indicate some procedures for subjectively evaluating the membership functions associated with these criteria.     

Fuzzy dynamical systems

A fuzzy dynamical system on an underlying complete, locally compact metric state space X is defined axiomatically in terms of a fuzzy attainability set mapping on X. This definition includes as special cases crisp single and multivalued dynamical systems on X. It is shown that the support of such a fuzzy dynamical system on X is a crisp multivalued dynamical system on X, and that such a fuzzy dynamical system can be considered as a crisp dynamical system on a state space of nonempty compact fuzzy subsets of X. In addition fuzzy trajectories are defined, their existence established and various properties investigated.     

Non-dual fuzzy connections

The lack of double negation and de Morgan properties makes fuzzy logic unsymmetrical. This is the reason why fuzzy versions of notions like closure operator or Galois connection deserve attention for both antiotone and isotone cases, these two cases not being dual. This paper offers them attention, comming to the following conclusions: – some kind of hardly describable local preduality still makes possible important parallel results; – interesting new concepts besides antitone and isotone ones (like, for instance, conjugated pair), that were classically reducible to the first, gain independency in fuzzy setting.     

Signed Fuzzy-Valued Measures and Radon-Nikodym Theorem of Fuzzy-Valued Measurable Functions

In this paper, we introduce and study the signed fuzzy-valued measure and using the representation theorem of fuzzy numbers, we establish the Radon-Nikodym theorem for fuzzy-valued measurable functions with respect to fuzzy-valued measures.AMS Subject Classification (2000): 28E10, 04A72The research of this work is supposed by a grant of the education committee of Liaoning Province, China #20161049     

基于结构元的复模糊数及其序列极限

复模糊数是模糊复分析中的基本概念,在模糊复分析中,它的运算是基于扩张原理的形式给出的,是对元素遍历某个条件所对应的结果进行运算,这种遍历过程给实际操作带来了很多的不便,因此,在一定程度上也阻碍了模糊复分析理论的应用.对此,本文基于模糊结构元的理论基础,探讨了复模糊数运算的另一种新的途径,这种方法简化了复模糊数的运算,也...     

Joint Monitoring of Several Types of Shocks in Normal Dynamic Linear Models: A Bayesian Decision Theoretic Approach

In this article we consider the sequential monitoring process in normal dynamic linear models as a Bayesian sequential decision problem. We use this approach to build a general procedure that jointly analyzes the existence of outliers, level changes, variance changes, and the development of local correlations. In addition, we study the frequentist performance of this procedure and compare it with the monitoring algorithm proposed in an earlier article.     

Algorithmic inference: From information granules to subtending functions

To get a true hybrid framework for taking operational decisions from data, we extend the Algorithmic Inference approach to the Granular Computing paradigm. The key idea is that whether or not we need to make decisions instead of mere computations depends on the fact that collected data are not sufficiently definite; rather, they are representative of whole sets of data that could be virtually observed, and we need to manage this indeterminacy. The distinguishing feature is that we face indeterminacy exactly where it affects the quality of the decision. This gives rise to a family of inference algorithms which can be tailored to many specific decisional problems that are generally solved only in approximate ways. In the paper we discuss the bases of the paradigm and provide some examples of its implementation.     

On the resolution and optimization of a system of fuzzy relational equations with sup-T composition

This paper provides a thorough investigation on the resolution of a finite system of fuzzy relational equations with sup-T composition, where T is a continuous triangular norm. When such a system is consistent, although we know that the solution set can be characterized by a maximum solution and finitely many minimal solutions, it is still a challenging task to find all minimal solutions in an efficient manner. Using the representation theorem of continuous triangular norms, we show that the systems of sup-T equations can be divided into two categories depending on the involved triangular norm. When the triangular norm is Archimedean, the minimal solutions correspond one-to-one to the irredundant coverings of a set covering problem. When it is non-Archimedean, they only correspond to a subset of constrained irredundant coverings of a set covering problem. We then show that the problem of minimizing a linear objective function subject to a system of sup-T equations can be reduced into a 0–1 integer programming problem in polynomial time. This work generalizes most, if not all, known results and provides a unified framework to deal with the problem of resolution and optimization of a system of sup-T equations. Further generalizations and related issues are also included for discussion.     

Investment optimization on port’s development by fuzzy integer programming

In this research, the main purpose is to formulate a model to determine the optimum investment on port development from national investment prospective; on the other hand, costs and benefits are calculated from consumer and investor’s viewpoint. The formulated model is an integer-programming model. The emphasis is on how to formulate an investment optimization problem where cargo operation, investment costs, cargo-handling capacity, cargo transportation network, and the world maritime fleet constraints are included. Fuzzy numbers are used for cargo forecast study results. The output of the model is the type of design ships and design berths which are needed in each sub period, so that the port planner (the government) will find out the optimum development plan of port in each sub period when there is uncertainty in cargo handling forecast (fuzzy numbers).