Dissertation > Excellent graduate degree dissertation topics show

Credibilistic Fuzzy Risk Measure and Optimization Models

Author: DongWen
Tutor: PengJin
School: Shanghai Normal University
Course: Applied Mathematics
Keywords: credibility theory fuzzy risk analysis fuzzy risk optimization model hybrid intelligent algorithm
CLC: F840
Type: Master's thesis
Year: 2010
Downloads: 78
Quote: 0
Read: Download Dissertation

Abstract


Risk is future’s uncertain loss. Randomness and fuzziness are two basic types of uncertainties in financial market. The traditional risk analysis optimization models in a stochastic environment was established as one of the most useful tools of probability. However, people are always with subjective judgment when they will invest. The research object of this thesis is fuzzy risk analysis. The quantitative analysis method is adopted in this thesis and the credibility theory is introduced to study the risk assessment technology.This thesis gives a systematic exposition of its theoretical foundation, components, risk opti-mization models based on the extensive reading of relevant literature at home and abroad. In the mean time, this paper makes research into the risk models, and carries out some experimental and analytical study.The article is structured as follows:Firstly, we have established the coherent fuzzy risk mea-surement axiom system based on credibility theory. The coherent fuzzy risk measure satisfies such as positive homogeneity, monotonicity, translation invariance and subadditivity under inde-pendence condition. In this axiom system, the definitions and properties of some credibilistic fuzzy risk measures have been demonstrated. Secondly, we establishes some risk optimization models with fuzzy income and design a hybrid intelligent algorithm, which include fuzzy simu-lations, genetic algorithm and neural network; Finally, we provide some numerical examples for the proposed models and employ the hybrid intelligent algorithm to solve them.

Related Dissertations

  1. Uncertain information environment Aggregate Production Planning Research and Application,F273
  2. Research of Two-Stage Fuzzy Material Procurement Planning Problem,TB115
  3. Research of F-GERT Network Model and Their Application Based on Credibility Theory,C931.1
  4. The Study on the Fuzzy Production Planning Problem with Credibility Service Levels,F273
  5. Study of the Reactive Power Optimization for Distribution Systems Based on Hybrid Intelligent Algorithm,TM714.3
  6. Job Shop Scheduling Problem with Stochastic Processing Time and Fuzzy Due-date,F224
  7. Research of Distribution Network Optimization Planning Based on Quantum Artificial Fish Swarm Algorithm,TM74
  8. Renewal Theory in Fuzzy Environment,O159
  9. Data Envelopment Analysis in Fuzzy Decision Making Systems,O225
  10. Research on Supplier Selection and Contracts in the Uncertain Environment,F274
  11. Fuzzy Demand Controllable Lead Inventory Policy,F274
  12. The fuzzy stochastic methods and simulation studies of the supply chain coordination strategy,F274
  13. Credibility Theory Based Research on Unit Commitment with Large Scale Wind Farm,TM614
  14. Research on the Models and Approach of Power Grid Security Assessment,TM743
  15. Research on Facility Layout Problem Based on Hybrid Intelligent Algorithm,TP18
  16. Fuzzy environment based on the electronic market model of supply chain Returns Policy,F274
  17. A Seemingly Unrelated Regression Model with MA Error Structure in Credibility Framework,F840
  18. Fuzzy demand newsboy problem Stackelberg equilibrium strategy,F274
  19. Research on Reuse Reverse Logistics Centers’ Location Model and Algorithm,F224
  20. Research on Uncertain Information Processing and Dynamic Judgement in Transmission Network Planning,TM715
  21. Reverse Logistics Network Design Optimization Model,O157.5

CLC: > Economic > Fiscal, monetary > Insurance > Insurance Theory
© 2012 www.DissertationTopic.Net  Mobile