نتایج جستجو برای: possibilistic mean value and variance
تعداد نتایج: 16913934 فیلتر نتایج به سال:
چکیده هدف اصلی این پژوهش تعیین رابطه استراتژیهای خود رهبری و خلاقیت اعضای هیات علمی دانشگاه علم و صنعت بوده است. در این پژوهش از روش توصیفی از نوع همبستگی استفاده شده است. جامعه آماری پژوهش کلیه اعضای هیات علمی دانشگاه علم و صنعت در سال تحصیلی 88-1387 بود که بالغ بر345 نفربودندو از این تعداد، 119 نفر استاد با استفاده از روش نمونه گیری تصادفی طبقه ای متناسب با حجم انتخاب شد. ابزار جمع آوری داده...
to study the changes of serum uric acid level which is influenced by various factors including nutrition, race, socio-economic conditions age, sex, obesity and hyper lipidemia, a wide variety of survey appeared to be performed. for this study in six large provinces of iran out of 12,524 apparently healthy individuals a total of 2,744 persons of both sexes (1,439 females, 1,305 males) were selec...
This work aims at comparing two models of fuzzy distribution: Normal and Laplace, whenever they are inside the context of possibilistic mean-variance model described by Li et al. in [6], where fuzzy Normal distribution is used. We propose to make a comparison using their model, but instead we apply fuzzy Laplace distribution. We also demonstrate the theorems which are necessary for the inclusio...
In this paper, the conventional mean–variance method is revised to determine the optimal portfolio selection under the uncertain situation. The possibilistic area of the return rate is first derived using the possibisitic regression model. Then, the Mellin transformation is employed to obtain the mean and the risk by considering the uncertainty. Next, the revised mean–variance model is proposed...
We provide a new characterization of mean-variance hedging strategies in a general semimartingale market. The key point is the introduction of a new probability measure P ⋆ which turns the dynamic asset allocation problem into a myopic one. The minimal martingale measure relative to P ⋆ coincides with the variance-optimal martin-gale measure relative to the original probability measure P .
In portfolio theory, it is well-known that the distributions of stock returns often have non-Gaussian characteristics. Therefore, we need non-symmetric distributions for modeling and accurate analysis of actuarial data. For this purpose and optimal portfolio selection, we use the Tail Mean-Variance (TMV) model, which focuses on the rare risks but high losses and usually happens in the tail of r...
In this paper, we investigate how linguistic information can be incorporated into classical propositional logic. First, we show that Zadeh’s extension principle can be justified and at the same time generalized by considerations about transformation of possibility measures. Using these results, we show how linguistic uncertainty about the truth value of a proposition leads to the introduction o...
image segmentation is an essential issue in image description and classification. currently, in many real applications, segmentation is still mainly manual or strongly supervised by a human expert, which makes it irreproducible and deteriorating. moreover, there are many uncertainties and vagueness in images, which crisp clustering and even type-1 fuzzy clustering could not handle. hence, type-...
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