Ausgabe 12/2020
Special Issue on Dynamics of Socioeconomic Systems: Systemic Risk—Finance
Inhalt (53 Artikel)
Special issue on dynamics of socioeconomic systems: systemic risk—finance
Philippe de Peretti, Bice Cavallo, Biagio Simonetti, Massimo Squillante, Jorgen Vitting-Andersen
Option valuation with IG-GARCH model and a U-shaped pricing kernel
Christophe Chorro, Rahantamialisoa H. Fanirisoa
A Quantile Regression approach for the analysis of the diversification in non-life premium risk
Fabio Baione, Davide Biancalana, Paolo De Angelis
Polynomial goal programming and particle swarm optimization for enhanced indexation
Massimiliano Kaucic, Fabrizio Barbini, Federico Julian Camerota Verdù
A random forest algorithm to improve the Lee–Carter mortality forecasting: impact on q-forward
Susanna Levantesi, Andrea Nigri
Influence measures in subnetworks using vertex centrality
Roy Cerqueti, Gian Paolo Clemente, Rosanna Grassi
Determination of the financial minimum in a municipal budget to deal with crisis situations
Aleš Kudlák, Rudolf Urban, Šárka Hošková-Mayerová
Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent
Hayette Gatfaoui, Philippe de Peretti
De-risking long-term care insurance
Valeria D’Amato, Susanna Levantesi, Massimiliano Menzietti
Improving portfolios global performance using a cleaned and robust covariance matrix estimate
Emmanuelle Jay, Thibault Soler, Eugénie Terreaux, Jean-Philippe Ovarlez, Frédéric Pascal, Philippe De Peretti, Christophe Chorro
Incrementally updating approximations based on the graded tolerance relation in incomplete information tables
Junfang Luo, Keyun Qin, Yimeng Zhang, Xue Rong Zhao
Human body flexibility fitness test based on image edge detection and feature point extraction
Xu Lu, Yujing Zhang
A latent variable model for two-dimensional canonical correlation analysis and the variational inference
Mehran Safayani, Saeid Momenzadeh, Abdolreza Mirzaei, Masoomeh Sadat Razavi
A characterization of pseudofinite MV-algebras
Eslam Farsimadan, Giacomo Lenzi, Paolo Rizzo, Arsham Borumand Saeid
A fuzzy generalized power series method under generalized Hukuhara differentiability for solving fuzzy Legendre differential equation
Khadijeh Sabzi, Tofigh Allahviranloo, Saeid Abbasbandy
European option pricing under multifactor uncertain volatility model
Sabahat Hassanzadeh, Farshid Mehrdoust
MV-algebras as sheaves of -groups on fuzzy topological spaces
Luz Victoria De La Pava, Ciro Russo
Application of artificial neural networks to predict flow velocity in a 180° sharp bend with and without a spur dike
Mohammad Vaghefi, Kumars Mahmoodi, Saeed Setayeshi, Maryam Akbari
A novel hybrid metaheuristic optimization method: hypercube natural aggregation algorithm
Oscar Maciel, Arturo Valdivia, Diego Oliva, Erik Cuevas, Daniel Zaldívar, Marco Pérez-Cisneros
A multi-criteria group decision making algorithm with quadripartitioned neutrosophic weighted aggregation operators using quadripartitioned neutrosophic numbers in IPQSVNSS environment
R. Chatterjee, P. Majumdar, S. K. Samanta
Terminal observer and disturbance observer for the class of fractional-order chaotic systems
Mohammad Reza Soltanpour, Mehrdad Shirkavand
Supplier selection using extended IT2 fuzzy TOPSIS and IT2 fuzzy MOORA considering subjective and objective factors
Ashoke Kumar Bera, Dipak Kumar Jana, Debamalya Banerjee, Titas Nandy
Variable neighborhood search-based methods for integrated hybrid flow shop scheduling with distribution
Shijin Wang, Ruochen Wu, Feng Chu, Jianbo Yu
A corridor selection for locating autonomous vehicles using an interval-valued intuitionistic fuzzy AHP and TOPSIS method
Onur Dogan, Muhammet Deveci, Fatih Canıtez, Cengiz Kahraman
Clustering data stream with uncertainty using belief function theory and fading function
Javad Hamidzadeh, Reyhaneh Ghadamyari
Uncertain programming models for multi-objective shortest path problem with uncertain parameters
Saibal Majumder, Mohuya B. Kar, Samarjit Kar, Tandra Pal
A vertical ranking technique for linguistic hesitant fuzzy sets
B. Farhadinia, Enrique Herrera-Viedma
Underdetermined blind source separation using CapsNet
M. Kumar, V. E. Jayanthi
Enhanced multi-objective crisscross optimization for dynamic economic emission dispatch considering demand response and wind power uncertainty
C L. Chinnadurrai, T. Aruldoss Albert Victoire
Modeling and stability analysis methods of neutrosophic transfer functions
Jun Ye, Wenhua Cui
Automating fake news detection system using multi-level voting model
Sawinder Kaur, Parteek Kumar, Ponnurangam Kumaraguru
Distance related: a procedure for applying directly Artificial Bee Colony algorithm in routing problems
Dimitra Trachanatzi, Manousos Rigakis, Magdalene Marinaki, Yannis Marinakis, Nikolaos Matsatsinis
Fuzzy bivariate triangular functions with application to nonlinear fuzzy Fredholm–Volterra integral equations in two dimensions
S. Karamseraji, R. Ezzati, S. Ziari
An approach for solving fully fuzzy multi-objective linear fractional optimization problems
Rubi Arya, Pitam Singh, Saru Kumari, Mohammad S. Obaidat
A novel life choice-based optimizer
Abhishek Khatri, Akash Gaba, K. P. S. Rana, Vineet Kumar
Performance analysis of six meta-heuristic algorithms over automated test suite generation for path coverage-based optimization
Manju Khari, Anunay Sinha, Elena Verdú, Ruben González Crespo
A two-layer algorithm based on PSO for solving unit commitment problem
Yu Zhai, Xiaofeng Liao, Nankun Mu, Junqing Le
Some new information measures for hesitant fuzzy PROMETHEE method and application to green supplier selection
Shu-ping Wan, Wen-chang Zou, Long-gen Zhong, Jiu-ying Dong
On possible outputs of group decision making with interval uncertainties based on simulation techniques
Pingtao Yi, Weiwei Li, Danning Zhang
A novel heuristic algorithm to solve penalized regression-based clustering model
Shadi Hasanzadeh Tavakkoli, Yahya Forghani, Reza Sheibani
A cluster validity evaluation method for dynamically determining the near-optimal number of clusters
Xiangjun Li, Wei Liang, Xinping Zhang, Song Qing, Pei-Chann Chang
On the effects of pseudorandom and quantum-random number generators in soft computing
Jordan J. Bird, Anikó Ekárt, Diego R. Faria
CAAS: a novel collective action-based ant system algorithm for solving TSP problem
Sicong Li, Saihua Cai, Li Li, Ruizhi Sun, Gang Yuan
Enhancing differential evolution algorithm with repulsive behavior
Kai Zhang, Pengcheng Mu, Yimin Zhang, Zhihao Jin, Qiujun Huang
Triangular Gaussian mutation to differential evolution
Jinglei Guo, Yong Wu, Wei Xie, Shouyong Jiang
An intelligent personalized web blog searching technique using fuzzy-based feedback recurrent neural network
Harsh Khatter, Anil Kumar Ahlawat
Correction to: An intelligent personalized web blog searching technique using fuzzy-based feedback recurrent neural network
Harsh Khatter, Anil Kumar Ahlawat