Abstract
Fuzzy Measure Shift Differentiation of Choquet integral for a nonnegative measurable function taken with respect to a fuzzy measure over a real fuzzy measure space is proposed. Two examples, where fuzzy measure distributions are either a continuous distribution or a discrete distribution are given to understand the notion of the fuzzy measure shift differentiation. Finally, an application to the financial option trading model is shown.
| Original language | English |
|---|---|
| Pages (from-to) | III-73 - III-78 |
| Journal | Proceedings of the IEEE International Conference on Systems, Man and Cybernetics |
| Volume | 3 |
| Publication status | Published - 1999 |
| Externally published | Yes |
| Event | 1999 IEEE International Conference on Systems, Man, and Cybernetics 'Human Communication and Cybernetics' - Tokyo, Jpn Duration: 12 Oct 1999 → 15 Oct 1999 |
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Kaino, T., & Hirota, K. (1999). Differentiation of nonnegative measurable function Choquet integral over real fuzzy measure space and its application to financial option trading model. Proceedings of the IEEE International Conference on Systems, Man and Cybernetics, 3, III-73 - III-78.