This paper deals with the stock portfolio selection problem involved trapezoidal fuzzy number returns and multiple mental accounts. A behavioral decision model is proposed to maximize possibilistic mean value of return ensure each account exceeding given minimum aspiration level a probability. Then, some programming models are designed solve optimal strategy. Finally, one numerical example illu...

An inventory model for deteriorating items over a fuzzy random planning horizon incorporating inflation and time value of money is studied. It is assumed that planning horizon follows exponential distribution with imprecise parameter. The model is formulated using cost minimization principle. As the fuzzy cost cannot be minimized directly, the possibilistic mean value of the fuzzy cost is found...

Abstract: This paper deals with a portfolio selection problem with fuzzy return rates. A possibilistic mean VaR model was proposed for portfolio selection. Specially, we present a mathematical programming model with possibilistic constraint. The possibilistic programming problem can be solved by transforming it into a linear programming problem. A numerical example is given to illustrate the be...

in this paper, first the available single charting methods, which have been proposed to detect simultaneous shifts in a single process mean and variance, are reviewed. then, by designing proper simulation studies these methods are evaluated in terms of in-control and out-ofcontrol average run length criteria (arl). the results of these simulation experiments show that the ewma and ewms methods ...

Contextuality and nonlocality are nonclassical properties exhibited by quantum statistics whose implications profoundly impact both the foundations applications of theory. In this paper we provide some insights into logical contextuality inequality-free proofs. The former can be understood as possibility version contextuality, while latter refers to proofs that not based on violations noncontex...

This paper treats risk based on the notions of credibility measure and credibility expected value. Firstly, the paper derives and discusses the credibility expected value. Secondly, the paper presents a new method of analysis of possibilistic portfolios. The new step is a construction by which with a possibilistic portfolio one associates a probabilistic portfolio. The problem solving of possib...