The hesitant fuzzy set (HFS) is an important tool to deal with uncertain and vague information. In equipment system portfolio selection, the index attribute of may not be expressed by precise data; it usually described qualitative information as multiple possible values. We propose a method selection under environment. element (HFE) used describe values system. hesitation degree HFEs measures u...

In this study, we propose an improved fuzzy multi-objective portfolio selection model (VaR-MOPSM) with distinct risk measurements. The VaR-MOPSM can precisely evaluate the investment and increase the probability of obtaining the expected return. When building the model, fuzzy Value-at-Risk (VaR), which can directly reflect the greatest loss of a selection case under a given confidence level, is...

Fuzzy logic can be used when knowledge is incomplete or when ambiguity of data exists. The purpose of this paper is to propose a proactive fuzzy setbased model for reacting to the risk inherent in investment activities relative to a complete view of portfolio management. Fuzzy rules are given where, depending on the antecedents, the portfolio size may be slightly or significantly decreased or i...

Classification refers to a set of methods that predict the class of an object from attributes or features describing the object. In this paper we present a fuzzy classification algorithm to predict bankruptcy. Our classification algorithm is modified from a subspace clustering algorithm called fuzzy subspace clustering (FSC). As our algorithm associates each feature of a class with a fuzzy memb...