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ANALYSIS OF RECOMMENDATIONS ABOUT EXPECTED PRICES OF IBEX 35 USING FUZZY NUMBERS 利用模糊数对ibex35预期价格的建议进行分析
Fuzzy Economic Review Pub Date : 2015-05-01 DOI: 10.25102/fer.2015.01.03
Mario Ravioli, Laura Fabregat-Aibar
{"title":"ANALYSIS OF RECOMMENDATIONS ABOUT EXPECTED PRICES OF IBEX 35 USING FUZZY NUMBERS","authors":"Mario Ravioli, Laura Fabregat-Aibar","doi":"10.25102/fer.2015.01.03","DOIUrl":"https://doi.org/10.25102/fer.2015.01.03","url":null,"abstract":"Predicting the trend of prices of shares is a recurring theme in the financial literature. The predictability allows us to anticipate market movements and therefore to generate higher returns than the market average. Much of the Economics and Finance media include expert predictions on the evolution of prices, at least statements in terms of rising or falling. These predictions entail recommendations that undoubtedly affect the market trend. In this paper, we use Fuzzy Numbers to model these opinions and value their incidence and predictive capacity regarding the Spanish stock market, in particular the Ibex 35. At the same time, we subject to analysis the validity of a form of counter-expertise. Our results show that according to the experts’ opinions we can find undervalued and overvalued shares in the Spanish market and that the majority of them have a bullish perspective.","PeriodicalId":38703,"journal":{"name":"Fuzzy Economic Review","volume":"20 1","pages":"51-70"},"PeriodicalIF":0.0,"publicationDate":"2015-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69291575","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Rough Sets and Discriminant Analysis Techniques for Business Default Forecasting 业务违约预测的粗糙集和判别分析技术
Fuzzy Economic Review Pub Date : 2015-05-01 DOI: 10.25102/FER.2015.01.01
J. Cabedo, J. M. Tirado
{"title":"Rough Sets and Discriminant Analysis Techniques for Business Default Forecasting","authors":"J. Cabedo, J. M. Tirado","doi":"10.25102/FER.2015.01.01","DOIUrl":"https://doi.org/10.25102/FER.2015.01.01","url":null,"abstract":"One area for the application of rough sets theory is business failure prediction. Taking a set of financial ratios as the starting point, the decision rules generated from the in-the-sample set of companies can be used to forecast the default/healthy situation of the out-of-the-sample set companies. Some companies, however, cannot be allocated to the healthy or the default set. In this paper we propose the joint use of rough sets theory and discriminant analysis techniques. We use the theory to generate decision rules and we then use discriminant analysis techniques for companies that cannot be clearly allocated to a decision class. Our proposal does not require the involvement of an expert to solve this company allocation problem, thereby overcoming the drawbacks of other alternatives when they must be integrated into the organisation’s standard procedures (i.e. those involving the concession of a credit facility in a bank). We have applied our proposal to a sample of Spanish nonfinancial corporations and show how our results are an improvement on application of plain vanilla discriminant analysis.","PeriodicalId":38703,"journal":{"name":"Fuzzy Economic Review","volume":"20 1","pages":"3-37"},"PeriodicalIF":0.0,"publicationDate":"2015-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69291546","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
AN EXTENSION ON FUZZY INTEGER LINEAR PROGRAMMING WITH EQUALITY CONSTRAINS 具有等式约束的模糊整数线性规划的推广
Fuzzy Economic Review Pub Date : 2014-11-01 DOI: 10.25102/FER.2014.02.03
Manuel Díaz-Madroñero, J. Mula, M. Jiménez
{"title":"AN EXTENSION ON FUZZY INTEGER LINEAR PROGRAMMING WITH EQUALITY CONSTRAINS","authors":"Manuel Díaz-Madroñero, J. Mula, M. Jiménez","doi":"10.25102/FER.2014.02.03","DOIUrl":"https://doi.org/10.25102/FER.2014.02.03","url":null,"abstract":"Jimenez et al. (2007) propose a method for solving linear programming problems with fuzzy coefficients by using a fuzzy ranking method to rank the fuzzy objective values and to deal with the inequality relation on constraints with decision variables considered to be real numbers. Here, we formulate an extended fuzzy ranking method to deal with equality relations on constraints under integrity conditions by building a fuzzy subset in the integer decision space, whose membership function represents the balance between the feasibility degree of constraints and the satisfaction degree of the goal. A numerical example is used to illustrate our proposal.","PeriodicalId":38703,"journal":{"name":"Fuzzy Economic Review","volume":"19 1","pages":"35-45"},"PeriodicalIF":0.0,"publicationDate":"2014-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69291536","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
FUZZY EVALUATION OF SERVICE QUALITY IN THE BANKING SECTOR: A DECISION SUPPORT SYSTEM 银行业服务质量模糊评价:一个决策支持系统
Fuzzy Economic Review Pub Date : 2014-11-01 DOI: 10.25102/FER.2014.02.04
U. Braendle, S. Sepasi, A. Rahdari
{"title":"FUZZY EVALUATION OF SERVICE QUALITY IN THE BANKING SECTOR: A DECISION SUPPORT SYSTEM","authors":"U. Braendle, S. Sepasi, A. Rahdari","doi":"10.25102/FER.2014.02.04","DOIUrl":"https://doi.org/10.25102/FER.2014.02.04","url":null,"abstract":"This study aims at proposing a modified 7-category fuzzy SERVQUAL to measure service quality for the banking sector. We have added new categories to the conventional SERVQUAL to account for the impacts of the bank’s Corporate Social Responsibility (CSR) initiatives, and e-banking. A questionnaire was distributed among the banks’ customers to measure the criteria’s weights, perceived performance and expected performance. We use the criteria weights, perceived performance and expected performance to test the proposed index for three of the largest Iran’s banks, namely: Bank Melli Iran, Bank Mellat and Bank Saderat Iran which henceforth will be referred to as banks A, B, C throughout the study. A simple Decision Support System (DSS) was devised to determine the most successful bank with regard to CS using Gap model. The result of this study showed that Bank B has the lowest weighted performanceexpectation gap (-0.051) among the three banks. It also has the highest average performance score in all dimensions and rank the best on 22 out of 30 criteria. Finally, sensitivity analyses are conducted to assess the impact of criteria weights and fuzzy numbers on the evaluation/ranking process. The resultant index helps managers in micro, meso and macro levels to detect the frailty zones and atone for the dissatisfying functions.","PeriodicalId":38703,"journal":{"name":"Fuzzy Economic Review","volume":"19 1","pages":"47-79"},"PeriodicalIF":0.0,"publicationDate":"2014-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69291539","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
Selection of Cocoa Post-Harvest Technology Using Fuzzy Logic 用模糊逻辑选择可可采收后技术
Fuzzy Economic Review Pub Date : 2014-11-01 DOI: 10.25102/FER.2014.02.01
Lenin Vera-Montenegro, Amparo Baviera-Puig, J. García-Alvarez-Coque
{"title":"Selection of Cocoa Post-Harvest Technology Using Fuzzy Logic","authors":"Lenin Vera-Montenegro, Amparo Baviera-Puig, J. García-Alvarez-Coque","doi":"10.25102/FER.2014.02.01","DOIUrl":"https://doi.org/10.25102/FER.2014.02.01","url":null,"abstract":"Ecuador supplies 70% of the world’s fine aroma cocoa (Theobroma cacao), which is later used in the manufacture of high quality chocolates. The postharvest is an essential process for producers seeking a share of this market. The aim of this paper is to define a model for selecting a postharvest technology, using fuzzy logic and the following criteria: quality, processing costs, and technology adoption capability for small producers. The method is not data demanding, and supplies results that qualify those obtained in classical evaluations that only consider the criterion of quality. The most highly valued technology yields good quality cocoa, has low processing costs, and is easy to adopt. Two technologies meet these requirements: (i) heap fermentation and drying with concrete floors; and (ii) fermentation in bags and drying with concrete floors. These technologies are deemed “excellent”. Both methods employ the same type of drying, but differ in their type of fermentation. Heap fermentation and drying with racks receives the next highest rating (“very good”). We conclude that fuzzy logic offers a better approximation to the reality of small-scale cocoa production, thanks to its use of multiple criteria to select postharvest technologies.","PeriodicalId":38703,"journal":{"name":"Fuzzy Economic Review","volume":"19 1","pages":"3-19"},"PeriodicalIF":0.0,"publicationDate":"2014-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69291532","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Finding Business Failure Reasons through a Fuzzy Model of Diagnosis 利用模糊诊断模型寻找企业失败原因
Fuzzy Economic Review Pub Date : 2014-05-01 DOI: 10.25102/FER.2014.01.04
Valeria Scherger, H. Vigier, M. Barberà-Mariné
{"title":"Finding Business Failure Reasons through a Fuzzy Model of Diagnosis","authors":"Valeria Scherger, H. Vigier, M. Barberà-Mariné","doi":"10.25102/FER.2014.01.04","DOIUrl":"https://doi.org/10.25102/FER.2014.01.04","url":null,"abstract":"The aim of this paper is to find the causes of the failure and diagnose a group of small and medium-sized enterprises (SMEs) through a fuzzy logic model. The application to a specific sector involves the adaptation of the methodological hypothesis presented in the theoretical model and the definition of the variables that interact in the estimation (causes and symptoms). In this approach is proposed the simulation of the fuzzy model to forecast firms’ health and find out the reasons that generate diseases. This supposes the use of the aggregate economic financial matrix to simulate the diseases of the set of SMEs in the construction sector and the estimation the causes of the diseases. In the research are presented the most common reasons of failure detected for the sector, the diseases relevant for each firm and a classification of business according to the impact of the causes between healthy and unhealthy firms.","PeriodicalId":38703,"journal":{"name":"Fuzzy Economic Review","volume":"19 1","pages":"45-62"},"PeriodicalIF":0.0,"publicationDate":"2014-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69291527","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 18
Strategic analysis of forest investments using real option: the fuzzy pay-off model (FPOM) 基于实物期权的森林投资战略分析:模糊收益模型(FPOM)
Fuzzy Economic Review Pub Date : 2014-05-01 DOI: 10.25102/FER.2014.01.03
Gastón Silverio Milanesi, D. Broz, F. Tohmé, D. Rossit
{"title":"Strategic analysis of forest investments using real option: the fuzzy pay-off model (FPOM)","authors":"Gastón Silverio Milanesi, D. Broz, F. Tohmé, D. Rossit","doi":"10.25102/FER.2014.01.03","DOIUrl":"https://doi.org/10.25102/FER.2014.01.03","url":null,"abstract":"This paper introduces a fuzzy forestry investment decision-making tool based. It will be applied to choose optimal levels of investment when three possible scenarios are conceived, a base case and two extreme alternatives: optimistic and pessimistic. Decision-makers can be seen as being either owners of a forest or investors. For each of these roles the possibility degrees of the scenarios may be represented by means of fuzzy numbers, representing ambiguous net present values (NPV). Real option values (ROV) are then computed based on them. The application to a potential forestry project in Argentina shows that, while in the case of an owner of forestry project the expected benefits are both positive under NPV and ROV, an investor would discard the project if she assumes equal weights for the scenarios in a traditional analysis but would accept it under the fuzzy approach.","PeriodicalId":38703,"journal":{"name":"Fuzzy Economic Review","volume":"19 1","pages":"33-44"},"PeriodicalIF":0.0,"publicationDate":"2014-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69291524","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 5
A THEORETICAL MODEL FOR THE UNDERGROUND ECONOMY 地下经济的理论模型
Fuzzy Economic Review Pub Date : 2014-05-01 DOI: 10.25102/FER.2014.01.02
D. Marino
{"title":"A THEORETICAL MODEL FOR THE UNDERGROUND ECONOMY","authors":"D. Marino","doi":"10.25102/FER.2014.01.02","DOIUrl":"https://doi.org/10.25102/FER.2014.01.02","url":null,"abstract":"A new way of looking at the problem of the underground economy is to consider the productive structure of a regular firm and that of an underground firm, completing the description of the microeconomic behaviour of the agents with the formalization of the behaviour of the state in the presence of regular economy and underground economy. The aim of this work is to build a theoretical model that explains the presence of the underground economy and the reasons for the cyclical pattern of its impact. We also propose a fuzzy estimation of value of elasticity of the ‘quantity’ of the underground economy in relationship to its cost (sanction). From a policy standpoint, it would be necessary to identify an optimal level of public expense in investing in prevention and safety in the underground economy, which is capable of making the additional cost for the company that uses irregular work greater than the cost for the company that does not use it. The state, in fact, plays a crucial role since it can reduce or eliminate competitive advantage by imposing a sanction that nullifies the advantage of the underground company.","PeriodicalId":38703,"journal":{"name":"Fuzzy Economic Review","volume":"19 1","pages":"19-32"},"PeriodicalIF":0.0,"publicationDate":"2014-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69291521","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
THE SOFT REGRESSION METHOD- SUGGESTED IMPROVEMENTS 软回归法提出了改进建议
Fuzzy Economic Review Pub Date : 2014-01-01 DOI: 10.25102/FER.2014.02.02
E. Shnaider, N. Haruvy, A. Yosef
{"title":"THE SOFT REGRESSION METHOD- SUGGESTED IMPROVEMENTS","authors":"E. Shnaider, N. Haruvy, A. Yosef","doi":"10.25102/FER.2014.02.02","DOIUrl":"https://doi.org/10.25102/FER.2014.02.02","url":null,"abstract":"Soft regression is a regression technique based on fuzzy information processing and heuristic information processing methods. However, following the practical use of the method, it was found that two aspects of the calculations pertaining to the relative weights of explanatory variables could be improved to make the method more logical, and therefore more in line with heuristic basis of soft regression. In the following paper, we will present the soft regression method, the suggested improvements, and finally an example to illustrate the suggested improvements regarding factors affecting international growth and development.","PeriodicalId":38703,"journal":{"name":"Fuzzy Economic Review","volume":"19 1","pages":"21-33"},"PeriodicalIF":0.0,"publicationDate":"2014-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69291534","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
RELATIONSHIPS BETWEEN STAKEHOLDERS AND REPORTS USING FUZZY RELATIONS 利益相关者和报告之间的关系使用模糊关系
Fuzzy Economic Review Pub Date : 2013-11-01 DOI: 10.25102/FER.2013.02.03
Paul D'Onofrio, Inés García Fronti
{"title":"RELATIONSHIPS BETWEEN STAKEHOLDERS AND REPORTS USING FUZZY RELATIONS","authors":"Paul D'Onofrio, Inés García Fronti","doi":"10.25102/FER.2013.02.03","DOIUrl":"https://doi.org/10.25102/FER.2013.02.03","url":null,"abstract":"The main parameter of the concept of corporate social responsibility is to consider the expectations of different stakeholders (employees, partners, customers, local communities, the environment, shareholders, vendors, etc.) regarding the behavior of companies. Even if a relatively homogeneous group is selected, as in this paper, differences are seen when establishing preference levels. These discrepancies are inherent to individuals based on their interests, which may be affected by both concrete and subjective circumstances. This paper is divided into two parts. The first part consists in segmenting preferences of users from the agribusiness sector with respect to social and environmental accounting information. Then, based on this prior task, we will try to determine which standard reports relating to social and environmental information meet to a greater extent these users’ needs. This will be done using fuzzy incidence matrices. Through the max-min composition of matrices, a relation matrix of users and the chance of meeting their information needs according to the standard reports considered for this work is produced. This paper has sought to address the preferences of users of social and environmental information through a scientific methodology, trying to group users by means of the affinities theory. We believe this proposal may help identify similar stakeholders in the future, so as to schedule interviews, establish common patterns and be able to prepare reports meeting their needs, or, as in the case proposed, use existing reporting models","PeriodicalId":38703,"journal":{"name":"Fuzzy Economic Review","volume":"18 1","pages":"33-44"},"PeriodicalIF":0.0,"publicationDate":"2013-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"69291518","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
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