Download or read book Multi Objective Portfolio Selection Model with Diversification by Neutrosophic Optimization Technique written by Sahidul Islam and published by Infinite Study. This book was released on with total page 10 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, we first consider a multi-objective Portfolio Selection model and then we add another entropy objective function and next we generalized the model. We solve the problems using Neutrosophic optimization technique. The models are illustrated with numerical examples.

Download or read book Portfolio Selection Using Multi Objective Optimisation written by Saurabh Agarwal and published by Springer. This book was released on 2017-08-21 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book explores the risk-return paradox in portfolio selection by incorporating multi-objective criteria. Empirical research is presented on the development of alternate portfolio models and their relative performance in the risk/return framework to provide solutions to multi-objective optimization. Next to outlining techniques for undertaking individual investor’s profiling and portfolio programming, it also offers a new and practical approach for multi-objective portfolio optimization. This book will be of interest to Foreign Institutional Investors (FIIs), Mutual Funds, investors, and researchers and students in the field.

Download or read book Neutrosophic Sets and Systems An International Book Series in Information Science and Engineering vol 21 2018 written by Florentin Smarandache and published by Infinite Study. This book was released on with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt: “Neutrosophic Sets and Systems” has been created for publications on advanced studies in neutrosophy, neutrosophic set, neutrosophic logic, neutrosophic probability, neutrosophic statistics that started in 1995 and their applications in any field, such as the neutrosophic structures developed in algebra, geometry, topology, etc.

Download or read book Neutrosophic Sets and Systems vol 50 2022 written by Florentin Smarandache and published by Infinite Study. This book was released on 2022-06-01 with total page 674 pages. Available in PDF, EPUB and Kindle. Book excerpt: “Neutrosophic Sets and Systems” has been created for publications on advanced studies in neutrosophy, neutrosophic set, neutrosophic logic, neutrosophic probability, neutrosophic statistics that started in 1995 and their applications in any field, such as the neutrosophic structures developed in algebra, geometry, topology, etc. Neutrosophy is a new branch of philosophy that studies the origin, nature, and scope of neutralities, as well as their interactions with different ideational spectra. This theory considers every notion or idea together with its opposite or negation and with their spectrum of neutralities in between them (i.e. notions or ideas supporting neither nor ). The and ideas together are referred to as . Neutrosophy is a generalization of Hegel's dialectics (the last one is based on and only). According to this theory every idea tends to be neutralized and balanced by and ideas - as a state of equilibrium. In a classical way , , are disjoint two by two. But, since in many cases the borders between notions are vague, imprecise, Sorites, it is possible that , , (and of course) have common parts two by two, or even all three of them as well. Neutrosophic Set and Neutrosophic Logic are generalizations of the fuzzy set and respectively fuzzy logic (especially of intuitionistic fuzzy set and respectively intuitionistic fuzzy logic).

Download or read book A Multi Objective Programming Approach to Solve Integer Valued Neutrosophic Shortest Path Problems written by Ranjan Kumar and published by Infinite Study. This book was released on with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt: Neutrosophic (NS) set hypothesis gives another way to deal with the vulnerabilities of the shortest path problems (SPP). Several researchers have worked on fuzzy shortest path problem (FSPP) in a fuzzy graph with vulnerability data and completely different applications in real world eventualities. However, the uncertainty related to the inconsistent information and indeterminate information isn't properly expressed by fuzzy set. The neutrosophic set deals these forms of uncertainty. This paper presents a model for shortest path problem with various arrangements of integer-valued trapezoidal neutrosophic (INVTpNS) and integer-valued triangular neutrosophic (INVTrNS). We characterized this issue as Neutrosophic Shortest way problem (NSSPP). The established linear programming (LP) model solves the classical SPP that consists of crisp parameters. To the simplest of our data, there's no multi objective applied mathematics approach in literature for finding the Neutrosophic shortest path problem (NSSPP).

Download or read book Optimization of Financial Asset Neutrosophic Portfolios written by Marcel-Ioan Boloș and published by Infinite Study. This book was released on with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this paper was to model, with the help of neutrosophic fuzzy numbers, the optimal financial asset portfolios, offering additional information to those investing in the capital market. The optimal neutrosophic portfolios are those categories of portfolios consisting of two or more financial assets, modeled using neutrosophic triangular numbers, that allow for the determination of financial performance indicators, respectively the neutrosophic average, the neutrosophic risk, for each financial asset, and the neutrosophic covariance as well as the determination of the portfolio return, respectively of the portfolio risk.

Download or read book Neutrosophic Sets and Systems An International Book Series in Information Science and Engineering vol 24 2018 written by Florentin Smarandache and published by Infinite Study. This book was released on with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: “Neutrosophic Sets and Systems” has been created for publications on advanced studies in neutrosophy, neutrosophic set, neutrosophic logic, neutrosophic probability, neutrosophic statistics that started in 1995 and their applications in any field, such as the neutrosophic structures developed in algebra, geometry, topology, etc.

Download or read book Neutrosophic Sets and Systems Book Series Vol 30 2019 written by Florentin Smarandache and published by Infinite Study. This book was released on with total page 293 pages. Available in PDF, EPUB and Kindle. Book excerpt: “Neutrosophic Sets and Systems” has been created for publications on advanced studies in neutrosophy, neutrosophic set, neutrosophic logic, neutrosophic probability, neutrosophic statistics that started in 1995 and their applications in any field, such as the neutrosophic structures developed in algebra, geometry, topology, etc.

Download or read book Neutrosophic Sets and Systems vol 51 2022 written by Florentin Smarandache and published by Infinite Study. This book was released on 2022-09-01 with total page 970 pages. Available in PDF, EPUB and Kindle. Book excerpt: “Neutrosophic Sets and Systems” has been created for publications on advanced studies in neutrosophy, neutrosophic set, neutrosophic logic, neutrosophic probability, neutrosophic statistics that started in 1995 and their applications in any field, such as the neutrosophic structures developed in algebra, geometry, topology, etc. Neutrosophy is a new branch of philosophy that studies the origin, nature, and scope of neutralities, as well as their interactions with different ideational spectra. This theory considers every notion or idea together with its opposite or negation and with their spectrum of neutralities in between them (i.e. notions or ideas supporting neither nor ). The and ideas together are referred to as . Neutrosophy is a generalization of Hegel's dialectics (the last one is based on and only). According to this theory every idea tends to be neutralized and balanced by and ideas - as a state of equilibrium. In a classical way , , are disjoint two by two. But, since in many cases the borders between notions are vague, imprecise, Sorites, it is possible that , , (and of course) have common parts two by two, or even all three of them as well. Neutrosophic Set and Neutrosophic Logic are generalizations of the fuzzy set and respectively fuzzy logic (especially of intuitionistic fuzzy set and respectively intuitionistic fuzzy logic).

Download or read book Neutrosophic Sets and Systems Vol 30 2019 written by Florentin Smarandache and published by Infinite Study. This book was released on with total page 293 pages. Available in PDF, EPUB and Kindle. Book excerpt: “Neutrosophic Sets and Systems” has been created for publications on advanced studies in neutrosophy, neutrosophic set, neutrosophic logic, neutrosophic probability, neutrosophic statistics that started in 1995 and their applications in any field, such as the neutrosophic structures developed in algebra, geometry, topology, etc.

Download or read book Neutrosophic Goal Programming Approach to A Green Supplier Selection Model with Quantity Discount written by Sahidul Islam and published by Infinite Study. This book was released on with total page 15 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this study, we have proposed a supplier selection problem with the goals of minimizing the net cost, minimizing the net rejections, minimizing the net late deliveries, and minimizing the net green house gas emission subject to realistic constraints like suppliers’ capacity, buyer’s demand etc. Due to uncertainty, the buyer’s demand is fuzzy in nature and can be represented as a triangular neutrosophic number. We have also considered that quantity discounts are provided by the suppliers.

Download or read book A Hybrid Multi Objective Optimization Approach For Portfolio Selection Problem written by Osman Pala and published by . This book was released on 2017 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt: Portfolio selection problem is a major subject in finance where investors deal with selecting satisfying portfolio which is composed of a vast number of risky assets, under some restricting criteria that are defined by themselves. Asset prices can be effected from different events, such as political crisis, financial turmoil and technological improvements. Due to uncertainty nature of these events, it is difficult to forecast future prices of assets. However, Markowitz's Modern Portfolio Theory, which is mainly focused on portfolio risk, introduced a new idea for asset diversification in portfolio optimization. According to this approach, an investor can reduce portfolio risk simply by holding combinations of assets that are not perfectly positively correlated and also efficient portfolio can only be obtained by focusing portfolio return and risk together. In this paper, a two stage multi objective portfolio selection model is proposed for obtaining best portfolio. In the first stage, Pareto efficient portfolios are obtained by genetic algorithm with using mean and variance of assets. Then in the second stage a multi criteria decision method is applied for ranking Pareto-optimum portfolios that are obtained in previous stage. Effectiveness of criteria, such as entropy measures and higher moments are taken into consideration and also performance ratios are examined in evaluating Pareto efficient portfolios and their rankings. An illustrated example is given and results of proposed model are discussed in experimental section.

Download or read book Neutrosophic Graph Theory and Algorithms written by Smarandache, Florentin and published by IGI Global. This book was released on 2019-10-25 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Graph theory is a specific concept that has numerous applications throughout many industries. Despite the advancement of this technique, graph theory can still yield ambiguous and imprecise results. In order to cut down on these indeterminate factors, neutrosophic logic has emerged as an applicable solution that is gaining significant attention in solving many real-life decision-making problems that involve uncertainty, impreciseness, vagueness, incompleteness, inconsistency, and indeterminacy. However, empirical research on this specific graph set is lacking. Neutrosophic Graph Theory and Algorithms is a collection of innovative research on the methods and applications of neutrosophic sets and logic within various fields including systems analysis, economics, and transportation. While highlighting topics including linear programming, decision-making methods, and homomorphism, this book is ideally designed for programmers, researchers, data scientists, mathematicians, designers, educators, researchers, academicians, and students seeking current research on the various methods and applications of graph theory.

Download or read book Neutrosophic Sets and Systems Vol 38 2020 written by Florentin Smarandache and published by Infinite Study. This book was released on with total page 662 pages. Available in PDF, EPUB and Kindle. Book excerpt: “Neutrosophic Sets and Systems” has been created for publications on advanced studies in neutrosophy, neutrosophic set, neutrosophic logic, neutrosophic probability, neutrosophic statistics that started in 1995 and their applications in any field, such as the neutrosophic structures developed in algebra, geometry, topology, etc.

Download or read book Portfolio Optimization Using Fundamental Indicators Based on Multi Objective EA written by Antonio Daniel Silva and published by Springer. This book was released on 2016-02-11 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work presents a new approach to portfolio composition in the stock market. It incorporates a fundamental approach using financial ratios and technical indicators with a Multi-Objective Evolutionary Algorithms to choose the portfolio composition with two objectives the return and the risk. Two different chromosomes are used for representing different investment models with real constraints equivalents to the ones faced by managers of mutual funds, hedge funds, and pension funds. To validate the present solution two case studies are presented for the SP&500 for the period June 2010 until end of 2012. The simulations demonstrates that stock selection based on financial ratios is a combination that can be used to choose the best companies in operational terms, obtaining returns above the market average with low variances in their returns. In this case the optimizer found stocks with high return on investment in a conjunction with high rate of growth of the net income and a high profit margin. To obtain stocks with high valuation potential it is necessary to choose companies with a lower or average market capitalization, low PER, high rates of revenue growth and high operating leverage

Download or read book Modeling Influenced Criteria in Classifiers Imbalanced Challenges Based on TrSS Bolstered by The Vague Nature of Neutrosophic Theory written by Ibrahim El-Henawy and published by Infinite Study. This book was released on 2024-01-01 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt: Because of the advancements in technology, classification learning has become an essential activity in today's environment. Unfortunately, through the classification process, we noticed that the classifiers are unable to deal with the imbalanced data, which indicates there are many more instances (majority instances) in one class than in another. Identifying an appropriate classifier among the various candidates is a time-consuming and complex effort. Improper selection can hinder the classification model's ability to provide the right outcomes. Also, this operation requires preference among a set of alternatives by a set of criteria. Hence, multi-criteria decision-making (MCDM) methodology is the appropriate methodology can deploy in this problem. Accordingly, we applied MCDM and supported it through harnessing neurotrophic theory as motivators in uncertainty circumstances. Single value Neutrosophic sets (SVNSs) are applied as branch of Neutrosophic theory for evaluating and ranks classifiers and allows experts to select the best classifier So, to select the best classifier (alternative), we use MCDM method called Multi- Attributive Ideal-Real Comparative Analysis (MAIRAC) and the criteria weight calculation method called Stepwise Weight Assessment Ratio Analysis (SWARA) where these methods consider single-value neutrosophic sets (SVNSs) to improve and boost these techniques in uncertain scenarios. All these methods are applied after modeling criteria and its sub-criteria through a novel technique is Tree Soft Sets (TrSS). Ultimately, the findings of leveraging these techniques indicated that the hybrid multi-criteria meta-learner (HML)-based classifier is the best classifier compared to the other compared models.

Download or read book Multi Objective Linear Programming in Portfolio Selection written by Gayatri Biswal and published by . This book was released on 2017 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Portfolio theory originally proposed by Markowitz is based on the assumption that the utility of an investor is a function of two factors, viz., mean and variance (or standard deviation) of return. However, the single index model of Sharpe is a statistical representation of return generating process that expresses return on stock in the form of a regression equation. Literature review on investment portfolio management shows that Sharpe's coefficient is the most commonly used performance measure in the determination of optimal portfolio. Sharpe's model is a linear programming model of the problem considering as the measure of risk. The present paper, building on the above model, proposes a multi-objective linear programming portfolio selection model that ensures a nondominated solution on the efficient frontier based on the outputs of the single index model. Taking Dow Jones Industrial Average (DJIA) as the market index and considering monthly indices along with the monthly prices of 28 securities for the period from March 1999 to March 2015, this model solves a practical portfolio selection problem in a multi-objective framework. The proposed model also shows its superiority over Sharpe's single index model.