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 |
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| 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 |