Differentiation of nonnegative measurable function Choquet integral over real fuzzy measure space and its application to financial option trading model

Toshihiro Kaino; Kaoru Hirota

Differentiation of nonnegative measurable function Choquet integral over real fuzzy measure space and its application to financial option trading model

Toshihiro Kaino^*
, Kaoru Hirota

^*此作品的通讯作者

Tokyo Institute of Technology

科研成果: 期刊稿件 › 会议文章 › 同行评审

7 引用（Scopus）

摘要

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.

源语言	英语
页（从-至）	III-73 - III-78
期刊	Proceedings of the IEEE International Conference on Systems, Man and Cybernetics
卷	3
出版状态	已出版 - 1999
已对外发布	是
活动	1999 IEEE International Conference on Systems, Man, and Cybernetics 'Human Communication and Cybernetics' - Tokyo, Jpn 期限: 12 10月 1999 → 15 10月 1999

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引用此

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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.",

author = "Toshihiro Kaino and Kaoru Hirota",

year = "1999",

language = "English",

volume = "3",

pages = "III--73 -- III--78",

journal = "Proceedings of the IEEE International Conference on Systems, Man and Cybernetics",

issn = "0884-3627",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

note = "1999 IEEE International Conference on Systems, Man, and Cybernetics 'Human Communication and Cybernetics' ; Conference date: 12-10-1999 Through 15-10-1999",

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Differentiation of nonnegative measurable function Choquet integral over real fuzzy measure space and its application to financial option trading model. / Kaino, Toshihiro; Hirota, Kaoru.
在: Proceedings of the IEEE International Conference on Systems, Man and Cybernetics, 卷 3, 1999, 页码 III-73 - III-78.

科研成果: 期刊稿件 › 会议文章 › 同行评审

TY - JOUR

T1 - Differentiation of nonnegative measurable function Choquet integral over real fuzzy measure space and its application to financial option trading model

AU - Kaino, Toshihiro

AU - Hirota, Kaoru

PY - 1999

Y1 - 1999

N2 - 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.

AB - 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.

UR - https://www.scopus.com/pages/publications/0033339729

M3 - Conference article

AN - SCOPUS:0033339729

SN - 0884-3627

VL - 3

SP - III-73 - III-78

JO - Proceedings of the IEEE International Conference on Systems, Man and Cybernetics

JF - Proceedings of the IEEE International Conference on Systems, Man and Cybernetics

T2 - 1999 IEEE International Conference on Systems, Man, and Cybernetics 'Human Communication and Cybernetics'

Y2 - 12 October 1999 through 15 October 1999

ER -

Differentiation of nonnegative measurable function Choquet integral over real fuzzy measure space and its application to financial option trading model

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