Abstract: Analysing the world banking sector, we realize that traditional risk measurement methodologies no longer reflect the actual scenario with uncertainty and leave out events that can change the dynamics of markets. Considering this, regulators and financial institutions began to search more realistic models. The aim is to include external influences and interdependencies between agents, to describe and measure the operationalization of these complex systems and their risks in a more coherent and credible way. Within this context, X-Events are more frequent than assumed and, with uncertainties and constant changes, the concept of antifragility starts to gain great prominence in comparison to others methodologies of risk management. It is very useful to analyse whether a system succumbs (fragile), resists (robust) or gets benefits (antifragile) from disorder and stress. Thus, this work proposes the creation of the Banking Antifragility Index (BAI), which is based on the calculation of a triangular fuzzy number – to "quantify" qualitative criteria linked to antifragility.
Abstract: This purpose of this paper is to present the acceptance single sampling plan when the fraction of nonconforming items is a fuzzy number and being modeled based on the fuzzy Poisson distribution. We have shown that the operating characteristic (oc) curves of the plan is like a band having a high and low bounds whose width depends on the ambiguity proportion parameter in the lot when that sample size and acceptance numbers is fixed. Finally we completed discuss opinion by a numerical example. And then we compared the oc bands of using of binomial with the oc bands of using of Poisson distribution.
Abstract: Using a set of confidence intervals, we develop a
common approach, to construct a fuzzy set as an estimator for
unknown parameters in statistical models. We investigate a method
to derive the explicit and unique membership function of such fuzzy
estimators. The proposed method has been used to derive the fuzzy
estimators of the parameters of a Normal distribution and some
functions of parameters of two Normal distributions, as well as the
parameters of the Exponential and Poisson distributions.
Abstract: Nejad and Mashinchi (2011) proposed a revision for ranking fuzzy numbers based on the areas of the left and the right sides of a fuzzy number. However, this method still has some shortcomings such as lack of discriminative power to rank similar fuzzy numbers and no guarantee the consistency between the ranking of fuzzy numbers and the ranking of their images. To overcome these drawbacks, we propose an epsilon-deviation degree method based on the left area and the right area of a fuzzy number, and the concept of the centroid point. The main advantage of the new approach is the development of an innovative index value which can be used to consistently evaluate and rank fuzzy numbers. Numerical examples are presented to illustrate the efficiency and superiority of the proposed method.
Abstract: in this paper, we propose a numerical method
for the approximate solution of fuzzy Fredholm functional
integral equations of the second kind by using an iterative
interpolation. For this purpose, we convert the linear fuzzy
Fredholm integral equations to a crisp linear system of integral
equations. The proposed method is illustrated by some fuzzy
integral equations in numerical examples.
Abstract: In this paper a genetic algorithms approach for solving the linear and quadratic fuzzy equations Ãx̃=B̃ and Ãx̃2 + B̃x̃=C̃ , where Ã, B̃, C̃ and x̃ are fuzzy numbers is proposed by genetic algorithms. Our genetic based method initially starts with a set of random fuzzy solutions. Then in each generation of genetic algorithms, the solution candidates converge more to better fuzzy solution x̃b . In this proposed method the final reached x̃b is not only restricted to fuzzy triangular and it can be fuzzy number.
Abstract: In general fuzzy sets are used to analyze the fuzzy
system reliability. Here intuitionistic fuzzy set theory for analyzing
the fuzzy system reliability has been used. To analyze the fuzzy
system reliability, the reliability of each component of the system as
a triangular intuitionistic fuzzy number is considered. Triangular
intuitionistic fuzzy number and their arithmetic operations are
introduced. Expressions for computing the fuzzy reliability of a
series system and a parallel system following triangular intuitionistic
fuzzy numbers have been described. Here an imprecise reliability
model of an electric network model of dark room is taken. To
compute the imprecise reliability of the above said system, reliability
of each component of the systems is represented by triangular
intuitionistic fuzzy numbers. Respective numerical example is
presented.
Abstract: In this paper, a method for deriving a group priority vector in the Fuzzy Analytic Network Process (FANP) is proposed. By introducing importance weights of multiple decision makers (DMs) based on their experiences, the Fuzzy Preferences Programming Method (FPP) is extended to a fuzzy group prioritization problem in the FANP. Additionally, fuzzy pair-wise comparison judgments are presented rather than exact numerical assessments in order to model the uncertainty and imprecision in the DMs- judgments and then transform the fuzzy group prioritization problem into a fuzzy non-linear programming optimization problem which maximize the group satisfaction. Unlike the known fuzzy prioritization techniques, the new method proposed in this paper can easily derive crisp weights from incomplete and inconsistency fuzzy set of comparison judgments and does not require additional aggregation producers. Detailed numerical examples are used to illustrate the implement of our approach and compare with the latest fuzzy prioritization method.