NDLI: A portfolio selection model with interval-valued return rates

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2015 12th International Conference on Fuzzy Systems and Knowledge Discovery (FSKD)

2014 11th International Conference on Fuzzy Systems and Knowledge Discovery (FSKD)

2013 10th International Conference on Fuzzy Systems and Knowledge Discovery (FSKD)

Preface FSKD 2013

A novel ranking method for generalized fuzzy numbers based on fuzzy superiority degree

A novel type of fuzzy propositional logic

Aggregation operators using einstein operations on intuitionistic trapezoidal fuzzy number

An unsupervised possibilistic c-means clustering algorithm with data reduction

An adaptive complexion extraction method based on fuzzy entropy and fuzzy inference

An improved fuzzy C-means clustering algorithm based on simulated annealing

Convergence of generalized fuzzy bidirectional associative memory neural networks with thresholds

Decomposition theorems and representation theorems of lattice interval value fuzzy sets

Fuzzy continuity of convex fuzzy mapping based on relative interior

Fuzzy state feedback robust control for discrete-time fuzzy singularly perturbed systems with time-delay

Learning sparse Fuzzy Cognitive Maps by Ant Colony Optimization

Multi-q extension of Tsallis entropy based fuzzy c-means clustering

New fuzzy metric spaces based on gradual numbers

Phase unwrapping with Chinese Remainder Theorem for multi-baseline Interferometric Synthetic Aperture Radar

Relationship between similarity measure and entropy of interval type-2 fuzzy sets

Soft module theory

Switched control of type-2 polynomial discrete fuzzy systems based on SOS

The core and the bargaining set for multi-choice games

Universal triple I method with maximum fuzzy entropy employing R-implications

A decision-theoretic rough set approach to spam filtering

Dominance-based multi-granulation rough sets and decision rules extraction in incomplete fuzzy information systems

Generalized intuitionistic fuzzy rough sets based on an intuitionistic fuzzy residual implicator

Multi-granulation probabilistic rough set model

Rough formal context based on the soft sets

Triangular type-2 fuzzy neural networks version of the Stone-Weierstrass theorem

A data-driven health evaluation method for engine test-beds

A novel Fuzzy C Means algorithm based on distance modification for image segmentation

Assessing college English teaching based on grey relational analysis

Computer Aided Detection for breast calcification clusters based on improved instance selection and an adaptive neuro-fuzzy network

Fuzzy logic based security region evaluation of the urban rail transit operating system

Gender recognition using fisherfaces and a fuzzy iterative self-organizing technique

Unsupervised clustering with the Octave Fuzzy Logic Toolkit

Fuzzy position-force control in training systems with haptic guidance

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A fuzzy approach to texture suppression by combining edge length analysis with surround suppression

An intelligent fault-tolerant QoS unicast routing mechanism based on the outlook algorithm

Obtaining the biological age of the cardiovascular system using fuzzy logic

Small target detection under the sea using multi-scale spectral residual and maximum symmetric surround

Three-dimensional image reconstruction in electrical tomography

Visual saliency detection based on mahalanobis distance and feature evaluation

A new solution of multiplicative consistency for incomplete fuzzy preference relation for group decision making

A portfolio selection model with interval-valued return rates

Extended GOWA operator in intuitionistic fuzzy setting based group decision making method for scientific research scheme organization

Extending the strategy game from multi-criteria considerations with linguistic variables

Fault diagnosis for down-hole conditions in beam pumping units based on an improved fuzzy Iterative Self-Organizing Data Analysis Technique

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A hybrid approach to fuzzy risk analysis in stock market

A soft control chart based on weighted measurement of fuzzy data

Adaptive fuzzy control with backstepping for surface ships

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TOPSIS based on the triangular fuzzy function and its application in construction scheme optimization

A region segmentation method on 2-D vessel optical coherence tomography images

Application of adaptive neuro-fuzzy inference system for physical habitat simulation

Classification of road safety based on fuzzy clustering

Coalition formation based on fuzzy trust relationship in MAS

Fuzzy clustering-based prediction of marine sensor data

Fuzzy evaluations in mulberry wine production

Fuzzy risk evaluation of industrial technology innovation strategic alliances

Prior information driven design of fuzzy logic controllers with application to the overhead crane control

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Three-dimensional localisation for wireless sensor networks using probabilistic fuzzy logic

Workflow execution data analysis based on personnel fuzzy evaluation

A rule extraction algorithm based on compound attribute measure in decision systems

Clustering high dimensional data streams based on N-most interesting itemsets mining

A new method for calculating core attributes

Classification of diffuse large B cell lymphoma gene expression data based on two-layer particle swarm optimization

A K-anonymity model with strongly identifiable attributes

Multiple Instance Support Vector Machines with latent variable description

Nearest neighbor prediction of pareto dominance using general regression neural networks

Training probability transductive classifiers for group probability datasets based on regression

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Convex-Nonnegative Matrix Factorization with structure constraints

Fuzzy equivalence relation clustering with transitive closure, transitive opening and the optimal transitive approximation

Granulation-based fuzzy clustering of large-scale time series

Rough clustering of Korean foods based on adjectives for taste evaluation

An improved vector space model to retrieval systems for content matching in agricultural information

Application on the rate of lightning trip based on the grey model

Financial risk evaluation of chinese commercial banks using projection pursuit clustering

A reconstruction method of the design rationale model based on design context

A study on 3D model based knowledge

Consensus-based integration of unordered partitions

Interval-based aggregation of fuzzy-linguistic statements

Mining a government affairs microblog network on Sina Weibo with social network analysis

A new integration mechanism for knowledge map of complex product development

A local domain adaptation feature extraction method

A new approach to dimensionality reduction based on locality preserving LDA

A new dominance-based rough set model based on interval knowledge granules

A random forest model for estimating Canopy Chlorophyll Content in rice using hyperspectral measurements

Nonnegative Matrix Factorization using Class Label Information

A new branch and bound algorithm for noncovex quadratic programming with box constraints

A rough set algorithm for attribute reduction via mutual information and conditional entropy

A semantic query expansion-based patent retrieval approach

An adaptive orthogonal matching pursuit algorithm based on redundancy dictionary

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Extending GeNIe for building graphical decision-theoretic models

Fuzzy relational learning: A new approach to case-based reasoning

Fuzzy rule interchange between f-R2ML and f-RIF

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Measuring domain similarity for statistical machine translation

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On consensus of high-order multi-agent systems with directed interactions and asymmetric communication delays

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The measure space structure of logical Markov decision processes

The parsimonious covering theory applied for communication equipment malfunction

The problem of entropy production in the classic rule of combination in the Dezert-Smarandache theory

An empirical Bayes test of parameters for a nonexponential distribution family with Negative Quadrant Dependent random samples

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A knowledge discovery system for detecting and visualizing knowledge evolution of a research field

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A new distance computing method for DNA sequences in phylogenetic analysis

A reconstruction algorithm for point-wise sources in a two-dimension electroencephalography model

An efficient projected partition algorithm based on the order among genes

An intelligent approach for the automated segmentation and quantification of Immunohistologically stained nuclei

Bisimulation-based consistency checking on Feng-Han-Shi-Bi syndrome for rheumatoid arthritis

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Functional comparisons of proteins using the wavelet packet transform

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Long intergenic non-coding RNA detection benefited from integrative modeling of (Epi)genomic data

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An incremental learning approach to continuous image change detection

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F2R: Publishing file systems as Linked Data

MalayWordNet — A novel lexical database for Malay language

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Automatically mining similar warnings and warning combinations

Co-training based semi-supervised Web spam detection

L-reach: A vertex set cover approach to regular expression-based reachability queries

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Combining watersheds and conditional random fields for image classification

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Special Sound Detection for emergency phones

Structural fusion of heterogeneous visual-auditory features for multimedia analysis

Video retrieval based on a new distance of histograms

A novel framework for validating dynamic web applications

A SVM-based compound-word recognition method in information security

A user preference-based top-K ranking approach for XML query results

An on-line adaptive topic evolution model in web discussions

Automatic extraction of abbreviation definitions based on general texts

Competitive intelligence acquisition from websites

Contextual information for image retrieval systems

Integration of heterogeneous data for real world domain

OntoExtract - Automated extraction of records using multiple ontologies

Ontological based webpage segmentation

Personalized recommendation via rank aggregation in social tagging systems

Towards recommendation to trust-based user groups in social tagging systems

A new Community Detection algorithm based on Distance Centrality

A spatial data model and its application in 3D geological modeling

An analytical study on causal induction

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An automatic recognition approach of constellation satellites' usability based on clustering

Human activity recognition based on silhouette analysis using Local Binary Patterns

Remote Sensing object recognition based on transfer learning

Robustifying cepstral features by mitigating the outlier effect for noisy speech recognition

A multi-criteria group decision making model for performance evaluation of commercial banks

Assessment of uncertainty in the quality of knowledge in the research publication review process

Automated urban location annotation on mobile records

Cost sensitive GPS-based activity recognition

Dynamic competitive analysis for tourist volume of offshore islands in Taiwan

Hierarchical destination prediction based on GPS history

Malicious code forensics based on data mining

Mining opinion and sentiment for stock return prediction based on Web-forum messages

Nitrogen oxide emission modeling for boiler combustion using accurate online support vector regression

Probability distribution characteristics at longitudinal time points of wind power

The algorithms for the bi-level programming location model based on the demand assigning

Designing a big data processing platform for algorithm trading strategy evaluation

Study on inferring interwell connectivity of injection-production system based on decision tree

A novel bit-level image encryption scheme using hyper-chaotic systems

A novel chaos-based image encryption scheme using coupled map lattices

Adaptive detection of point-like targets in environment with orthogonal rejection

An edge closing method of motion segmentation based on a hybrid field snake

Overlapped sub-band modulation spectrum normalization techniques for robust speech recognition

Study on two mode-mixing resistant empirical Mode Decomposition methods

A real-time algorithm for fixed-length short data compression

An energy-efficient QoS routing scheme for many-to-many multicast requests in green multi-granularity transport networks

Hot topic detection based on complex networks

How does the recursive undns algorithm affect the accuracy of an IP geolocation system?

An applicaton of the extented Kalman filter in servo motors of medical equipments

A flag simulation strategy based on fusion of semantic trees in binary translation

A prediction model for Yellow River break-up dates based on extenics data mining

A theoretical study on development of Information and Communication Technology (ICT)-supported education systems

Emergency Management System based generation of Incident Action Plans

Operand stack dependence based Java static software birthmark

Rapid and accurate phase matching for 3D measurement

The simulation of the boiler-turbine power system based on VC++6.0

A coupled linguistics/statistical technique for query structure classification and its application to Query Expansion

A novel fuzzy group decision making model for building an intelligent rating system

An enhanced l-diversity privacy preservation

Application Camera Links on Xilinx FPGA

Future-oriented technology analysis of technology roadmap based on text mining

2012 9th International Conference on Fuzzy Systems and Knowledge Discovery

2011 Eighth International Conference on Fuzzy Systems and Knowledge Discovery (FSKD)

2010 Seventh International Conference on Fuzzy Systems and Knowledge Discovery

2009 Sixth International Conference on Fuzzy Systems and Knowledge Discovery

2008 Fifth International Conference on Fuzzy Systems and Knowledge Discovery

Fourth International Conference on Fuzzy Systems and Knowledge Discovery (FSKD 2007)

A portfolio selection model with interval-valued return rates

Content Provider	IEEE Xplore Digital Library
Author	Weijie Pang Shoumei Li
Copyright Year	2013
Description	Author affiliation: Coll. of Appl. Sci., Beijing Univ. of Technol., Beijing, China (Weijie Pang; Shoumei Li)
Abstract	This paper mainly proposes a new model for stock markets, namely a portfolio selection model with interval-valued return rates. To do it, we review some concepts of interval numbers and the acceptability function of rankings at first. And we present an improved ranking method for intervals. Then, we introduce set-valued random variables, the semi-variance and the semi-covariance of interval-valued random variables and prove some related properties. After the preparation, we introduce our new portfolio selection model of interval-valued return rates with semi-variances as risk measurements of stocks. Finally, we do an empirical analysis by using real stock data in NASDAQ stock market to illustrate our model.
Sponsorship	IEEE Circuits Syst. Soc.
Starting Page	262
Ending Page	267
File Size	123314
Page Count	6
File Format	PDF
ISBN	9781467352536
DOI	10.1109/FSKD.2013.6816204
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2013-07-23
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Analytical models Tin Educational institutions Random variables Stock markets Portfolios Fuzzy systems
Content Type	Text
Resource Type	Article

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