學術產出-Periodical Articles

Article View/Open

Publication Export

Google ScholarTM

政大圖書館

Citation Infomation

題名 Investors’ preference order of fuzzy numbers
作者 Liu, Hsuan-Ku
劉宣谷
Wu, Berlin
吳柏林
Liu, Ming Long
劉明郎
貢獻者 應數系
關鍵詞 Fuzzy ranking criterion;Fuzzy ranking procedure;Fuzzy numbers;Preference;Conservative investor
日期 2008-06
上傳時間 24-Aug-2015 16:00:43 (UTC+8)
摘要 Nowadays greater and greater realistic financial problems are modeled by using the stochastic programming in the fuzzy environment. Hence, ranking a set of fuzzy numbers that is consistent with the investors’ preference becomes important for modelling a realistic problem. In this paper, we will provide a new ranking procedure that is consistent with the preference of the conservative investors. Our ranking procedure satisfies the axioms of three order relations for the separable fuzzy numbers or the triangle fuzzy numbers. We found that our ranking procedure has a better capability of discriminating the order of two fuzzy numbers. For the LR-type fuzzy numbers, our ranking procedure reduces the computational time substantially.
關聯 Computers & Mathematics with Applications, 55(11), 2623-2630
資料類型 article
DOI http://dx.doi.org/10.1016/j.camwa.2007.10.013
dc.contributor 應數系-
dc.creator (作者) Liu, Hsuan-Ku-
dc.creator (作者) 劉宣谷zh_TW
dc.creator (作者) Wu, Berlinen_US
dc.creator (作者) 吳柏林zh_TW
dc.creator (作者) Liu, Ming Longen_US
dc.creator (作者) 劉明郎zh_TW
dc.date (日期) 2008-06-
dc.date.accessioned 24-Aug-2015 16:00:43 (UTC+8)-
dc.date.available 24-Aug-2015 16:00:43 (UTC+8)-
dc.date.issued (上傳時間) 24-Aug-2015 16:00:43 (UTC+8)-
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/77986-
dc.description.abstract (摘要) Nowadays greater and greater realistic financial problems are modeled by using the stochastic programming in the fuzzy environment. Hence, ranking a set of fuzzy numbers that is consistent with the investors’ preference becomes important for modelling a realistic problem. In this paper, we will provide a new ranking procedure that is consistent with the preference of the conservative investors. Our ranking procedure satisfies the axioms of three order relations for the separable fuzzy numbers or the triangle fuzzy numbers. We found that our ranking procedure has a better capability of discriminating the order of two fuzzy numbers. For the LR-type fuzzy numbers, our ranking procedure reduces the computational time substantially.-
dc.format.extent 328866 bytes-
dc.format.mimetype application/pdf-
dc.relation (關聯) Computers & Mathematics with Applications, 55(11), 2623-2630-
dc.subject (關鍵詞) Fuzzy ranking criterion;Fuzzy ranking procedure;Fuzzy numbers;Preference;Conservative investor-
dc.title (題名) Investors’ preference order of fuzzy numbers-
dc.type (資料類型) articleen
dc.identifier.doi (DOI) 10.1016/j.camwa.2007.10.013-
dc.doi.uri (DOI) http://dx.doi.org/10.1016/j.camwa.2007.10.013-