Measuring trust in social networks based on linear uncertainty theory

Z Gong, H Wang, W Guo, Z Gong, G Wei - Information Sciences, 2020 - Elsevier
In social networks, trust relationships are the basis for interactions among decision nodes.
Trust relationships are subjective and dynamic, and there are only few sample data to …

[HTML][HTML] Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint

B Li, Y Zhu, Y Sun, G Aw, KL Teo - Applied Mathematical Modelling, 2018 - Elsevier
The complexity of financial markets leads to different types of indeterminate asset returns.
For example, asset returns are considered as random variables, when the available data is …

Uncertain portfolio adjusting model using semiabsolute deviation

Z Qin, S Kar, H Zheng - Soft Computing, 2016 - Springer
Since the financial markets are complex, sometimes the future security returns are
represented mainly based on experts' judgments. This paper discusses a portfolio adjusting …

[HTML][HTML] Uncertain portfolio optimization problem under a minimax risk measure

B Li, Y Sun, G Aw, KL Teo - Applied Mathematical Modelling, 2019 - Elsevier
Portfolio optimization problem is concerned with choosing an optimal portfolio strategy that
can strike a balance between maximizing investment return and minimizing investment risk …

Portfolio optimization in real financial markets with both uncertainty and randomness

B Li, KL Teo - Applied Mathematical Modelling, 2021 - Elsevier
Financial market is a complex system full of unknown and indeterminacy. It is well known
that uncertainty and randomness are two basic types of indeterminacy. Hence, the …

Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory

J Chang, L Sun, B Zhang, J Peng - Journal of computational and applied …, 2020 - Elsevier
This paper discusses an uncertain multi-period portfolio selection problem in the situation
where the future security return rates are given by experts' estimations instead of historical …

The -cost minimization model for capacitated facility location-allocation problem with uncertain demands

M Wen, Z Qin, R Kang - Fuzzy Optimization and Decision Making, 2014 - Springer
Facility location-allocation problem aims at determining the locations of some facilities to
serve a set of spatially distributed customers and the allocation of each customer to the …

Triangular entropy of uncertain variables with application to portfolio selection

Y Ning, H Ke, Z Fu - Soft Computing, 2015 - Springer
Entropy is used as a measure to characterize the uncertainty. So far, entropy for uncertain
variables in the forms of logarithm function and triangular function has been proposed. This …

An IT projects' conceptual model to facilitate upstream decision‐making: project management method selection

A Sakka, M Kourjieh, IB Kraiem - International Transactions in …, 2023 - Wiley Online Library
The selection of the most adapted project management method (PMM) can contribute to the
success of information technology (IT) projects and hence the company's optimized …

Portfolio management with background risk under uncertain mean-variance utility

X Huang, G Jiang - Fuzzy Optimization and Decision Making, 2021 - Springer
This paper studies comparative static effects in a portfolio selection problem when the
investor has mean-variance preferences. Since the security market is complex, there exists …