Skewness of Fuzzy Numbers and Its Applications in Portfolio Selection
- Submitting institution
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Aberystwyth University / Prifysgol Aberystwyth
- Unit of assessment
- 11 - Computer Science and Informatics
- Output identifier
- 29364216
- Type
- D - Journal article
- DOI
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10.1109/TFUZZ.2015.2404340
- Title of journal
- IEEE Transactions on Fuzzy Systems
- Article number
- -
- First page
- 2135
- Volume
- 23
- Issue
- 6
- ISSN
- 1063-6706
- Open access status
- Out of scope for open access requirements
- Month of publication
- February
- Year of publication
- 2015
- URL
-
-
- Supplementary information
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-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
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2
- Research group(s)
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-
- Citation count
- 28
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- Introduces novel concept of skewness and based on which, presents the first fuzzy mean-variance-skewness model with innovative application for optimal investment decision-making. Attracted funding for support from National Natural Science Foundation of China and published in IEEE TFS, one of the top-rated outlets across all areas of computer science and informatics (JCR-Clarivate). Inspired a good number of follow-on developments, including research carried out by internationally recognised groups (e.g., Imperial College, UK; MoD, Russia; University of Delhi, India; University of Tokyo, Japan; and University of Alberta, Canada).
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -