In this paper, we carry out the numerical study of a fuzzy portfolio selection model where the objective is to minimize the downside risk and the rates of returns on securities are approximated by means of LR-fuzzy numbers of trapezoidal form. Data from 96 securities over 195 month are used to compare the selected portfolios with a simple utility function and with the outof-sample data as well ...

This paper is a first approach to the study of beta coefficients using fuzzy regression. We intend to improve the calculation of the sector and subsector betas of the Spanish Stock Market using fuzzy regression in an attempt to incorporate all future inaccuracies and the subjectivity associated with decision making. Our objective is to use all the information provided by the market to determine...

investigation of desertification trend needs understanding of phenomena creating changes singly or action and reaction together in the manner that these changes were ended up in land degradation. in investigation of pedological criterion onland degradation in quaternary rock units, first, a part of the rude-shoor watershed area was selected. after distinguishing target area, maps of slope class...

In this article, an effective method to control a power system during emergency conditions is presented. Based on Fuzzy Linear Programming (FLP), a new technique is developed to solve the Load Shedding and Generation Reallocation (LSGR) optimization Problem. The objective function consists of terms of load curtailments and deviations in generation schedules. The constraints are power system var...

Metabolic syndrome (MetS) has long-term, very detrimental effects, including chronic kidney disease, cardiovascular stroke, and diabetes mellitus. Therefore, early detection of MetS is important. Numerous global health organizations have made some Syndrome diagnosis criteria, but they are still mostly in a dichotomous form. On the other hand, continuous risk score been proven to be more sensiti...

nowadays, watershed management practices are undertaken based on selective criteria and/or a specific purpose such as a decrease in flood risk, soil erosion and the like. in this respect,fuzzy logic has the ability to manage a wide range of options for decision making. this researchaimed to use the fuzzy logic theory to priorities watershed management practices consideringtime and budget constr...

fuzzy logic is one of the concepts that has created different scientific attitudes by entering into various professional fields nowadays and in some cases has made remarkable effects on the results of the practical researches. however, the existence of stochastic and uncertain situations in risk and accident field, affects the possibility of the forecasting and preventing the occurrence of the ...

In this article, an effective method to control a power system during emergency conditions is presented. Based on Fuzzy Linear Programming (FLP), a new technique is developed to solve the Load Shedding and Generation Reallocation (LSGR) optimization Problem. The objective function consists of terms of load curtailments and deviations in generation schedules. The constraints are power system var...

This study presents a new early warning evaluating method and decision mechanism for urban emergency in which the risk factors are assessed by fuzzy numbers. By using the fuzzy preference relation matrix and the extended fuzzy AHP, the relative weight of each risk factor can be estimated. Then we evaluate the total fuzzy risk value by aggregating the severity of loss of risk factor and the rela...