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The Resource Uncertain Portfolio Optimization

Uncertain Portfolio Optimization

Label
Uncertain Portfolio Optimization
Title
Uncertain Portfolio Optimization
Creator
Subject
Language
eng
Member of
Cataloging source
MiAaPQ
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Uncertainty and Operations Research Ser
Uncertain Portfolio Optimization
Label
Uncertain Portfolio Optimization
Link
http://libproxy.rpi.edu/login?url=https://ebookcentral.proquest.com/lib/rpi/detail.action?docID=4690710
Publication
Copyright
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Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
  • Preface -- Acknowledgment -- Contents -- 1 Preliminaries -- 1.1 Credibility Theory -- 1.1.1 Credibility Measure -- 1.1.2 Fuzzy Variable -- 1.1.3 Membership Function -- 1.1.3.1 Simple Fuzzy Variable -- 1.1.3.2 Equipossible Fuzzy Variable -- 1.1.3.3 Triangular Fuzzy Variable -- 1.1.3.4 Trapezoidal Fuzzy Variable -- 1.1.3.5 Normal Fuzzy Variable -- 1.1.3.6 Exponential Fuzzy Variable -- 1.1.4 Credibility Distribution -- 1.1.5 Independence -- 1.1.6 Expected Value -- 1.1.7 Variance -- 1.2 Uncertainty Theory -- 1.2.1 Uncertain Measure -- 1.2.2 Uncertain Variable -- 1.2.2.1 Independence -- 1.2.3 Uncertainty Distribution -- 1.2.3.1 Linear Uncertainty Distribution -- 1.2.3.2 Zigzag Uncertainty Distribution -- 1.2.3.3 Normal Uncertainty Distribution -- 1.2.3.4 Regular Uncertainty Distribution -- 1.2.3.5 Inverse Uncertainty Distribution -- 1.2.4 Operational Law -- 1.2.5 Expected Value -- 1.3 Genetic Algorithm -- 1.3.1 Representation Structure -- 1.3.2 Initialization Process -- 1.3.3 Evaluation Function -- 1.3.4 Selection Process -- 1.3.5 Crossover Operation -- 1.3.6 Mutation Operation -- 1.3.7 Genetic Algorithm -- 2 Credibilistic Mean-Variance-Skewness Model -- 2.1 Introduction -- 2.2 Skewness of Fuzzy Variable -- 2.3 Mean-Variance-Skewness Model -- 2.4 Fuzzy Simulation -- 2.4.1 Fuzzy Simulation for Credibility -- 2.4.2 Fuzzy Simulation for Expected Value -- 2.4.3 Fuzzy Simulation for Skewness -- 2.5 Numerical Examples -- 3 Credibilistic Mean-Absolute Deviation Model -- 3.1 Introduction -- 3.2 Absolute Deviation of Fuzzy Variable -- 3.3 Mean-Absolute Deviation Model -- 3.3.1 Credibility Mean-Absolute Deviation-Skewness Model -- 3.4 Fuzzy Simulation for Absolute Deviation -- 3.5 Numerical Examples -- 4 Credibilistic Cross-Entropy Minimization Model -- 4.1 Introduction -- 4.2 Cross-Entropy of Fuzzy Variable -- 4.3 Credibilistic Cross-Entropy Minimization Model
  • 4.4 Fuzzy Simulation for Cross-Entropy -- 4.5 Numerical Examples -- 5 Uncertain Mean-Semiabsolute Deviation Model -- 5.1 Introduction -- 5.2 Semiabsolute Deviation of Uncertain Variable -- 5.3 Mean-Semiabsolute Deviation Model -- 5.4 Mean-Semiabsolute Deviation Adjusting Model -- 5.5 Numerical Examples -- 6 Uncertain Mean-LPMs Model -- 6.1 Introduction -- 6.2 Lower Partial Moments of Uncertain Variable -- 6.3 Uncertain Mean-LPMs Model -- 6.4 Numerical Examples -- 7 Interval Mean-Semiabsolute Deviation Model -- 7.1 Introduction -- 7.2 Uncertainty Generation Theorem -- 7.2.1 Maximum Uncertainty Principle -- 7.3 Mean-Semiabsolute Deviation Model -- 7.3.1 Distribution Function -- 7.3.2 Expected Value -- 7.3.3 Semiabsolute Deviation -- 7.3.4 Uncertain Mean-Semiabsolute Deviation Model -- 7.4 Numerical Examples -- 8 Uncertain Random Mean-Variance Model -- 8.1 Introduction -- 8.2 Uncertain Random Variable -- 8.3 Problem Statement -- 8.4 Model Formulation -- 8.5 Numerical Examples -- 9 Fuzzy Random Mean-Variance Adjusting Model -- 9.1 Introduction -- 9.2 Fuzzy Random Variable -- 9.3 Mean-Variance Adjusting Model -- 9.4 Equivalent Crisp Models -- 9.4.1 Case I: Simple Fuzzy Random Return -- 9.4.2 Case II: Triangular Fuzzy Random Return -- 9.5 Numerical Examples -- 10 Random Fuzzy Mean-Risk Model -- 10.1 Introduction -- 10.2 Random Fuzzy Variable -- 10.3 Absolute Deviation of Random Fuzzy Variable -- 10.4 Semivariance of Random Fuzzy Variable -- 10.5 Random Fuzzy Mean-Risk Models -- 10.5.1 Random Fuzzy Mean-Absolute Deviation Model -- 10.5.2 Random Fuzzy Mean-Semivariance Model -- 10.6 Random Fuzzy Simulation -- 10.7 Numerical Examples -- Bibliography -- List of Frequently Used Symbols
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Dimensions
unknown
http://library.link/vocab/discovery_link
{'f': 'http://opac.lib.rpi.edu/record=b4392767'}
Extent
1 online resource (200 pages)
Form of item
online
Isbn
9789811018107
Media category
computer
Media MARC source
rdamedia
Media type code
c
Sound
unknown sound
Specific material designation
remote

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