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LIQUIDITY RISK ESTIMATION USING FUZZY MEASURE THEORY [PDF]
, 2005 One of the most relevant issues in the risk analysis of the financial institutions´ investments is to determine the capital allocation in order to maintain its solvency and liquidity in adverse situations. The portfolio risk analysis is necessary for assuring the right selection of that capital to be allocated. Each portfolio has a market risk.
Sebastián Alberto Rey +2 more
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Knowledge measure and entropy: a complementary concept in fuzzy theory
Granular Computing, 2020The knowledge measure can be considered as a dual measure of entropy for fuzzy sets. In the present work, a new entropy-based knowledge measure is proposed for FSs, which complies with the extended idea of De Luca and Termini axioms. Besides this, some of its major properties are also discussed.
Vikas Arya, Satish Kumar
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A multisensor decision fusion strategy using fuzzy measure theory
Proceedings of Tenth International Symposium on Intelligent Control, 2002A multisensor decision fusion strategy with fuzzy measure theory is proposed. This fusion strategy is constructed for finding optimal decisions through fusing decisions derived from a suite of parallel sensors. Each element of the possible target object set is assigned a priori a fuzzy measure for all the sensors meaning the subjective weights of the ...
null Jung-Min Yang, null Jong-Hwan Kim
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Measurement-theoretic justification of connectives in fuzzy set theory
Fuzzy Sets and Systems, 1995zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bilgiç, Taner, Türkşen, İ. B.
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A THEORY OF FUZZY MEASURES: INTEGRATION AND ITS ADDITIVITY
International Journal of General Systems, 1994Fuzzy measures and their corresponding Choquet integrals introduced by Murofushi and Sugeno [1989, 1991] are included in the theory of pre-measures and the corresponding integral developed by Sipos [1979a, 1979b]. The additivity of Sipos integral is studied. As a corollary, the additivity of the Choquet integral is obtained.
RADKO MESIAR, JÁN ŠIPOŠ
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Toward a Fuzzy Theory of Performance Measurement
1992Abstract : This report offers an alternative method for evaluating military unit performance. Fuzzy set theory is presented as a formal model of language expressions used in value judgments made by military experts. Further, it is suggested that fuzzy set theory may be used to connect the automated or instrumented physical measures taken from unit ...
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FOUNDATIONS OF O-THEORY: MEASUREMENTS AND RELATION TO FUZZY SET THEORY
International Journal of General Systems, 1988Abstract A measurement framework for O-theory, an algebra of random sets, is presented. The framework is probabilistic and derived from experimental measurements of evidential support. It is used to quantify the probabilistic masses needed in O-theory.
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Radon-Nikodým derivatives and conditioning in fuzzy measure theory
1987Let (X,\({\mathcal F},g)\) be a fuzzy measure space, as defined by \textit{M. Sugeno} in his Thesis (1974). Given any measurable function f: \(X\to {\mathbb{R}}^+_ 0\), and any set \(A\in {\mathcal F}\), the fuzzy integral of f over A, with respect to g, is the following number: \[ \int_{A}f\cdot g=\sup_{\alpha \geq 0}[\alpha \wedge g(A\cap F_{\alpha})]
CANDELORO, Domenico, PUCCI S.
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A measure of the satisfaction by Fuzzy set theory
2013In this paper the fuzzy set theory is applied to define a measure of subject satisfaction relating to every social aspect (quality of life, job, a service, etc.). This theory is based on the construction of a membership function to a fuzzy set.
De Battista, F +2 more
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Measurement of manufacturing system flexibility with fuzzy set theory
2008 International Conference on Management Science and Engineering 15th Annual Conference Proceedings, 2008This paper is devoted to set up a measuring module of manufacturing system flexibility with fuzzy set theory via the method of template method. Starting with the hierarchic analysis on the different types of flexibility lie in a unified manufacturing system, with a further analysis on the interrelationship between input and output of the manufacturing ...
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