Journal ArticleDOI
Fuzzy numbers and net present value
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In this paper, the authors used fuzzy set theory to estimate the net present value of an investment project and developed two models to study the isolated effects of each one of these variables on the net-present value calculations.About:
This article is published in Scandinavian Journal of Management.The article was published on 1989-01-01. It has received 36 citations till now. The article focuses on the topics: Net present value & Terminal value.read more
Citations
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Project Net Present Value estimation under uncertainty
TL;DR: The novel approach is based on a hybrid of Hurwicz and Bayes decision rules and is supported by a sensitivity analysis and takes into account the decision maker’s attitude towards a given decision problem.
Posted Content
Effectiveness of securities with fuzzy probabilistic return
TL;DR: In this article, the authors derived the family of effective securities with fuzzy probabilistic return and derived the fuzzy expected value and variance for this case of return, which is a starting point for constructing a three-dimensional image.
Journal ArticleDOI
Fuzzy logic and its uses in finance: A systematic review exploring its potential to deal with banking crises
Marc Sanchez-Roger,María Dolores Oliver-Alfonso,Carlos Sanchís-Pedregosa,Carlos Sanchís-Pedregosa +3 more
TL;DR: In this article, a review of the uses of fuzzy logic in the financial field is presented, and it is shown that fuzzy logic has not yet been used to address banking crises or as an alternative to ensure the resolvability of banks while minimizing the impact on the real economy.
Journal ArticleDOI
On Imprecise Investment Recommendations
TL;DR: Results show that proposed theory is useful for the investment applications, and the safety-first criteria are generalized here for the fuzzy case.
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Behavioural Present Value Defined as Fuzzy Number – a New Approach
Krzysztof Piasecki,Joanna Siwek +1 more
TL;DR: In this article, a modified formal model of a behavioural present value is obtained, which is used to explain the phenomenon of market equilibrium on the efficient financial market remaining in the state of financial imbalance.
References
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Book
Fuzzy Set Theory - and Its Applications
TL;DR: The book updates the research agenda with chapters on possibility theory, fuzzy logic and approximate reasoning, expert systems, fuzzy control, fuzzy data analysis, decision making and fuzzy set models in operations research.
Book
Fuzzy Sets and Systems: Theory and Applications
Didier Dubois,Henri Prade +1 more
TL;DR: This book effectively constitutes a detailed annotated bibliography in quasitextbook style of the some thousand contributions deemed by Messrs. Dubois and Prade to belong to the area of fuzzy set theory and its applications or interactions in a wide spectrum of scientific disciplines.