Xiang Li
The State Key Laboratory of Rail Traffic Control and Safety, Beijing Jiaotong University, Beijing 100044, China
[ 1 ] - EXPECTED PAYOFF OF TRADING STRATEGIES INVOLVING EUROPEAN OPTIONS FOR FUZZY FINANCIAL MARKET
Uncertainty inherent in the financial market was usually consid- ered to be random. However, randomness is only one special type of uncer- tainty and appropriate when describing objective information. For describing subjective information it is preferred to assume that uncertainty is fuzzy. This paper defines the expected payoof trading strategies in a fuzzy financial market within the framewor...
[ 2 ] - FUZZY TRAIN ENERGY CONSUMPTION MINIMIZATION MODEL AND ALGORITHM
Train energy saving problem investigates how to control train's velocity such that the quantity of energy consumption is minimized and some system constraints are satis ed. On the assumption that the train's weights on different links are estimated by fuzzy variables when making the train scheduling strategy, we study the fuzzy train energy saving problem. First, we propose a fuzzy energy ...
[ 3 ] - CREDIBILISTIC PARAMETER ESTIMATION AND ITS APPLICATION IN FUZZY PORTFOLIO SELECTION
In this paper, a maximum likelihood estimation and a minimum entropy estimation for the expected value and variance of normal fuzzy variable are discussed within the framework of credibility theory. As an application, a credibilistic portfolio selection model is proposed, which is an improvement over the traditional models as it only needs the predicted values on the security returns instead of...
Co-Authors