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南京航空航天大学k8凯发集团主页平台管理系统 虞先玉-k8凯发集团
教授
招生学科专业：
管理科学与工程 -- 【招收硕士研究生】 -- 经济与管理学院
工商管理 -- 【招收非全日制硕士研究生】 -- mba中心
工程管理 -- 【招收非全日制硕士研究生】 -- mba中心
工业工程与管理 -- 【招收硕士研究生】 -- 经济与管理学院
物流工程与管理 -- 【招收硕士研究生】 -- 经济与管理学院
主要任职：经济与管理学院管理科学与工程系教师
其他任职：中国能源资源系统工程学会理事（2017-）;中国智能仿真优化与调度委员会委员（2018-）
性别：男
毕业院校：东南大学&麦克马斯特大学
学历：东南大学
学位：博士
所在单位：经济与管理学院
办公地点：经管楼812
k8凯发集团的联系方式：办公邮箱：xyyu@nuaa.edu.cn
电子邮箱：
an uncertain possibility-probability information fusion method under interval type-2 fuzzy environment and its application in stock selection
点击次数：
所属单位：经济与管理学院
发表刊物：inf sci
摘要：stock selection is one of the most significant topic in investment decision problems, which can be solved through aggregating financial variables of the enterprizes. because of the complexity and ambiguity of the stock exchange market, crisp financial ratios and their corresponding probabilities could not represent the fluctuation and ambiguity over a period. interval type-2 fuzzy numbers have advantages in modeling uncertainty over type-1 fuzzy sets(t1 fss), and have gained popularity in investment decisions. in this paper, we propose an uncertain possibility-probability information fusion method for stock selection under interval type-2 fuzzy environment. firstly, based on the expected value and variance of the evaluations, both the interval type-2 fuzzy evaluations and probabilities are constructed. secondly, considering the idea of probability for a fuzzy event, the fused probability with possibility-probability information is suggested to handle the uncertainty under interval type-2 fuzzy environment, and the entropy weight is used to reflect the importance degree for each criteria. thirdly, the aggregation model based on the concept of the relative closeness to the ideal alternatives is used to compare the alternatives. finally, an application have been performed in stock selection of real estate industry in china. © 2019
issn号：0020-0255
是否译文：否
发表时间：2019-12-01
合写作者：sang, xiuzhi,zhou, yingheng
通讯作者：虞先玉