In this paper, we consider the fuzzy Sylvester matrix equation AX + XB = C, where A ∈ Rn×n and B ∈ Rm×m are crisp M-matrices, C is an n×m fuzzy matrix and X is unknown. We first transform this system to an (mn)× (mn) fuzzy system of linear equations. Then we investigate the existence and uniqueness of a fuzzy solution to this system. We use the accelerated overrelaxation method to compute an ap...

The aim of this paper is to price European options for underlying assets with stochastic volatility (SV) in Heston model in 1993 using fuzzy set theory. The main idea is to transform the probability distribution of stochastic volatility to its possibility distribution (from ‘volatility smile to volatility frown’) and reduce the problem to a fuzzy stochastic process for underlying asset with a n...

Active Learning Method (ALM) is a soft computing method used for modeling and control based on fuzzy logic. All operators defined for fuzzy sets must serve as either fuzzy S-norm or fuzzy T-norm. Despite being a powerful modeling method, ALM does not possess operators which serve as S-norms and T-norms which deprive it of a profound analytical expression/form. This paper introduces two new oper...

In this paper, the application of the fuzzy transforms of the zero degree (F -transform) and of the first degree (F -transform) to the image registration is demonstrated. The main idea is to use only one technique (F-transform generally) to solve various tasks of the image registration. The F -transform is used for an extraction of feature points in edge detection step. The correspondence betwe...

In this paper, we propose two fuzzy data mining approaches for microarray analysis, namely Fuzzy Associative Gene Expression (FAGE) and Ripple Effective Gene Expression Rule (REGER) algorithms. Both of them first transform microarray data into fuzzy items, and then use fuzzy operators and specially-designed data structures to discover the relationships among genes. Through the proposed algorith...

Fuzzy polynomial equations (FPEs) don’t have algebraic solutions, generally. In this paper, we first, express and prove some relationships between Husdroof meter and length function on classes of triangular fuzzy numbers. We appraise the behavior of fuzzy polynomials by using the length function properties. Next, we transform a FPE into a generalized fuzzy polynomial equation (GFPE) and introdu...

Entropy is a measurement of the degree of uncertainty. Meanentropy method can be used for modeling the choice among uncertain outcomes. In this paper, we consider the portfolio selection problem under the assumption that security returns are characterized by type-2 fuzzy variables. Since the expectation and entropy of type-2 fuzzy variables haven’t been well defined, type-2 fuzzy variables need...

The problem of the combination of imprecision and uncertainty combination from the approximate reasoning point of view is addressed. An imprecise and uncertain information can be represented as a fuzzy quantity together with a certainty value. In order to simplify the use of such information, it is necessary to combine the imprecision and uncertainty of the fuzzy number. In this paper we propos...

Bi-capacities have been presented recently by the authors as a natural generalization of capacities (fuzzy measures). Usual concepts as Möbius transform, Shapley value and interaction index, Choquet integral, kadditivity can be generalized. We present formulas of the Choquet integral w.r.t. the Möbius transform, and w.r.t. the interaction index for 2-additive bi-capacities.

This paper highlights on the techniques used in the HVDC transmission line protection for the faults occurring at various locations. The different techniques deployed for HVDC protection includes Distance Protection technique, Discrete Fourier Transform technique, Artificial Neural Network technique, Fuzzy logic technique, Wavelet Transform technique, Natural Frequency technique, Independent co...