In this paper, we discuss a multiperiod portfolio selection problem with fuzzy returns. We present a new credibilitic multiperiod mean semi- absolute deviation portfolio selection with some real factors including transaction costs, borrowing constraints, entropy constraints, threshold constraints and risk control. In the proposed model, we quantify the investment return and risk associated with...

In the present age of globalization, technology-revolution and sustainable development, the presence of seasonality in tourist arrivals is considered as a key policy issue that affects the global tourism industry by creating instability in the demand and revenues. The seasonal component in a time-series distorts the prediction attempts for policy-making. In this context, it is quintessential to...

The increasing volatility in pricing and growing potential for profit in digital currency have made predicting the price of cryptocurrency a very attractive research topic. Several studies have already been conducted using various machine-learning models to predict crypto currency prices. This study presented in this paper applied a classic Autoregressive Integrated Moving Average(ARIMA) model ...

A lot of absorption lines are in the bluewards of Lyα emission line of quasar which is well-known as Lyαforest. Most of absorption lines in this forest belong to the Lyα absorption of the neutral hydrogen in the inter-galactic medium (IGM). For high redshift quasars and in the continuum with low and medium resolution, there are no many regions without absorption, so that, the quasar continuum i...

In this paper, we consider portfolio selection problem in which security returns are regarded as fuzzy variables rather than random variables. We first introduce a concept of absolute deviation for fuzzy variables and prove some useful properties, which imply that absolute deviation may be used to measure risk well. Then we propose two mean-absolute deviation models by defining risk as abs...

The focus of this paper is to construct daily time series exchange rate forecast models of Samoan Tala/USD and Tala/AUD during the year 2008 to 2012 with neural network The performance of the models was measured by using varies error functions such as Root Square mean error (RSME), Mean absolute error (MAE), and Mean absolute percentage error (MAPE). Our empirical findings suggest that AR (1) m...

in this paper, we consider portfolio selection problem in which security returns are regarded as fuzzy variables rather than random variables. we first introduce a concept of absolute deviation for fuzzy variables and prove some useful properties, which imply that absolute deviation may be used to measure risk well. then we propose two mean-absolute deviation models by defining risk as abs...