Risk identification, impact assessment, and response planning constitute three building blocks of project risk management. Correspondingly, three types of interactions could be envisioned between risks, between impacts of several risks on a portfolio component, and between several responses. While the interdependency of risks is a well-recognized issue, the other two types of interactions remai...

In this paper, we are concerned with regression problems where covariates can be grouped in nonoverlapping blocks, and where only a few of them are assumed to be active. In such a situation, the group Lasso is an attractive method for variable selection since it promotes sparsity of the groups. We study the sensitivity of any group Lasso solution to the observations and provide its precise loca...

Fuzzy portfolio models have received many researchers’ focus on the issue of risk preferences. The based guaranteed return rates has been developing and considering dimension excess investment for investors in different However, not only but also shortage to selected should be considered preferences, including risk-seeking, risk-neutral, risk-averse, by degrees dimensions investment. A comparis...

We analyze general model selection procedures using penalized empirical loss minimization under computational constraints. While classical model selection approaches do not consider computational aspects of performing model selection, we argue that any practical model selection procedure must not only trade off estimation and approximation error, but also the computational effort required to co...