Journal ArticleDOI
Game-Theoretic Rough Sets
Joseph P. Herbert,JingTao Yao +1 more
TLDR
This article investigates the Game-theoretic Rough Set model and its capability of analyzing a major decision problem evident in existing probabilistic rough set models and formulate a learning method using the GTRS model that repeatedly analyzes payoff tables created from approximation measures and modified conditional risk strategies to calculate parameter values.Abstract:
This article investigates the Game-theoretic Rough Set (GTRS) model and its capability of analyzing a major decision problem evident in existing probabilistic rough set models. A major challenge in the application of probabilistic rough set models is their inability to formulate a method of decreasing the size of the boundary region through further explorations of the data. To decrease the size of this region, objects must be moved to either the positive or negative regions. Game theory allows a solution to this decision problem by having the regions compete or cooperate with each other in order to find which is best fit to be selected for the move. There are two approaches discussed in this article. First, the region parameters that define the minimum conditional probabilities for region inclusion can either compete or cooperate in order to increase their size. The second approach is formulated by having classification approximation measures compete against each other. We formulate a learning method using the GTRS model that repeatedly analyzes payoff tables created from approximation measures and modified conditional risk strategies to calculate parameter values.read more
Citations
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Modelling Financial Time Series
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An Outline of a Theory of Three-Way Decisions
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Multigranulation decision-theoretic rough sets
TL;DR: The objective of this study is to develop a new multigranulation rough set model, called a multigsranulation decision-theoretic rough set, which can interprete the parameters from existing forms of probabilistic approaches to rough sets.
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A novel three-way decision model based on incomplete information system
TL;DR: A new relation is defined to describe the similarity degree of incomplete information and interval number is utilized to acquire the loss function in a novel three-way decision model based on incomplete information system.
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Three-way decisions space and three-way decisions
TL;DR: Novel dynamic two- way decisions and dynamic three-way decisions based on three-Way decisions spaces and three- Way decisions with a pair of evaluation functions are introduced.
References
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Book
Theory of Games and Economic Behavior
TL;DR: Theory of games and economic behavior as mentioned in this paper is the classic work upon which modern-day game theory is based, and it has been widely used to analyze a host of real-world phenomena from arms races to optimal policy choices of presidential candidates, from vaccination policy to major league baseball salary negotiations.
Journal ArticleDOI
The Bargaining Problem
TL;DR: In this paper, a new treatment is presented of a classical economic problem, one which occurs in many forms, as bargaining, bilateral monopoly, etc It may also be regarded as a nonzero-sum two-person game in which a few general assumptions are made concerning the behavior of a single individual and of a group of two individuals in certain economic environments.
Journal ArticleDOI
Rough sets
TL;DR: This approach seems to be of fundamental importance to artificial intelligence (AI) and cognitive sciences, especially in the areas of machine learning, knowledge acquisition, decision analysis, knowledge discovery from databases, expert systems, decision support systems, inductive reasoning, and pattern recognition.
Journal ArticleDOI
Variable precision rough set model
TL;DR: A generalized model of rough sets called variable precision model (VP-model), aimed at modelling classification problems involving uncertain or imprecise information, is presented and the main concepts are introduced formally and illustrated with simple examples.
Book
Modelling Financial Time Series
TL;DR: In this paper, the authors present features of financial returns and models of price volatility forecasting standard deviations, and the accuracy of autocorrelation estimates testing the Random Walk Hypothesis forecasting trends in prices.