Journal ArticleDOI
Mean-variance model for fuzzy capital budgeting
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TLDR
In this paper, capital budgeting problem with fuzzy investment outlays, fuzzy annual net cash flows and fuzzy available investment capital is studied based on credibility measure and one new mean-variance model is proposed for optimal capital allocation.About:
This article is published in Computers & Industrial Engineering.The article was published on 2008-08-01. It has received 51 citations till now. The article focuses on the topics: Capital budgeting & Fuzzy transportation.read more
Citations
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(OMEGA- International Journal of Management Science, 35(3):247-257)A fuzzy set approach for R&D portfolio selection using a real options valuation model
J. Wang,W.L. Hwang +1 more
TL;DR: It is concluded that the proposed approach can assist decision makers in selecting suitable R&D portfolios, while there is a lack of reliable project information.
Journal ArticleDOI
Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints
Peng Zhang,Wei-Guo Zhang +1 more
TL;DR: A new multiperiod mean absolute deviation fuzzy portfolio selection model with transaction cost, borrowing constraints, threshold constraints and cardinality constraints is proposed, and is transformed into a crisp nonlinear programming problem.
Journal ArticleDOI
Optimal multinational capital budgeting under uncertainty
TL;DR: This paper proposes one new uncertain zero-one integer model for optimal multinational project selection and proposes a hybrid intelligent algorithm integrating the 99 Methods and genetic algorithm to solve the problem.
Journal ArticleDOI
Evaluating methods of investment project and optimizing models of portfolio selection in fuzzy uncertainty
TL;DR: In this article, the problem of both project valuation and portfolio selection under the assumption that the investment capitals and the net cash flows of the projects are fuzzy variables is dealt with and two algorithms are proposed: improved heuristic rules based on genetic algorithm and the traversal algorithm.
Journal ArticleDOI
Fuzzy net present values for capital investments in an uncertain environment
TL;DR: Algorithms for calculating the net present values of capital investments in an environment subject to uncertainty from randomness of outcomes and vagueness of estimation are presented, anticipated to measure the subjective qualitative information more effectively than the traditional method.
References
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Book
Adaptation in natural and artificial systems
TL;DR: Names of founding work in the area of Adaptation and modiication, which aims to mimic biological optimization, and some (Non-GA) branches of AI.
Book
Possibility Theory: An Approach to Computerized Processing of Uncertainty
Didier Dubois,Henri Prade +1 more
TL;DR: This chapter discusses the use of Fuzzy Sets for the Evaluation and Ranking of Objects, a Quantitative Approach to Multiaspect Choice, and some of the techniques used in this approach.
Book
Evolutionary Computation: Towards a New Philosophy of Machine Intelligence
TL;DR: In-depth and updated, Evolutionary Computation shows you how to use simulated evolution to achieve machine intelligence and carefully reviews the "no free lunch theorem" and discusses new theoretical findings that challenge some of the mathematical foundations of simulated evolution.
Journal ArticleDOI
Expected value of fuzzy variable and fuzzy expected value models
Baoding Liu,Yian-Kui Liu +1 more
TL;DR: A novel concept of expected values of fuzzy variables is presented, which is essentially a type of Choquet integral and coincides with that of random variables, and is designed to calculate the expected value of general fuzzy variable.
Book
Theory and practice of uncertain programming
TL;DR: This book provides a self-contained, comprehensive and up-to-date presentation of uncertain programming theory, including numerous modeling ideas, hybrid intelligent algorithms, and applications in system reliability design, project scheduling problem, vehicle routing problem, facility location problem, and machine scheduling problem.