A5100381058- Multi-Criteria Decision Making
- Risk and Portfolio Optimization
- Fuzzy Systems and Optimization
- Optimization and Mathematical Programming
- Rough Sets and Fuzzy Logic
- Advanced Bandit Algorithms Research
- Optimization and Search Problems
- Supply Chain and Inventory Management
- Bayesian Modeling and Causal Inference
- Auction Theory and Applications
- Cognitive Science and Mapping
- Financial Markets and Investment Strategies
- Evaluation Methods in Various Fields
- Economic theories and models
- Stock Market Forecasting Methods
- Stochastic processes and financial applications
- Capital Investment and Risk Analysis
- Soil and Land Suitability Analysis
- Innovation Diffusion and Forecasting
- Metaheuristic Optimization Algorithms Research
- Fuzzy Logic and Control Systems
- Facility Location and Emergency Management
- Data Stream Mining Techniques
- Economic and Environmental Valuation
- Financial Risk and Volatility Modeling
Shenzhen University
2022-2024
South China University of Technology
2012-2022
Xi'an Jiaotong University
2007
Due to the vagueness of real-world environments and subjective nature human judgments, it is natural for experts estimate their judgements by using incomplete interval fuzzy preference relations. In this paper, based on technique order similarity ideal solution method, we present a consensus model group decision-making (GDM) with To do this, first define new consistency measure Second, goal programming proposed missing values guided property. Third, an relation constructed induced ordered...
The relative importance of alternatives expressed in terms interval numbers the fuzzy analytic hierarchy process aims to capture uncertainty experienced by decision makers (DMs) when making a series comparisons. Under assumption full rationality, judgements DMs typical could be consistent. However, since articulating opinions is unavoidable, number are associated with limited rationality. In this paper, we investigate concept rationality introducing multiplicative reciprocal comparison...
Abstract The analytic hierarchy process (AHP) is used widely for analyzing decisions made in various real-world applications. Its basic idea to construct a of concepts encountered given decision problem and choose the best alternative according pairwise comparison matrices by maker. Under assumption fully rational economics, reasonable should be consistent. It becomes an important issue on how analyze ensure consistency together with judgments main objectives present paper are threefold....
Passive aggressive algorithms for online portfolio selection, such as PAMR, were recently shown empirically to achieve state-of-the-art performance in various stock markets. Inspired by the multi-period mean reversion principle Antic or Algorithm, we present a passive algorithm introducing moving averaged loss function and novel selection strategy named "Weighted Moving Average Mean Reversion" (WMAMR). The is able effectively exploit power of selection. Extensive experiments on real markets...