3 search results - page 1 / 1 » An Interval Semi-absolute Deviation Model For Portfolio Sele... |
FSKD
2006
Springer
13 years 9 months ago
2006
Springer
Interval number is a kind of special fuzzy number and the interval approach is a good method to deal with some uncertainty. The semi-absolute deviation risk function is extended to...
IOR
2006
13 years 5 months ago
2006
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
IJCNN
2006
IEEE
13 years 11 months ago
2006
IEEE
—This paper presents a novel fuzzy logic based controller for a Static Compensator (STATCOM) connected to a power system. Type-II fuzzy systems are selected that enable the contr...