Title :
The Properties of Two-direction S-rough Fuzzy Sets
Author_Institution :
Dept. of Stat. & Math., Shandong Finance Inst., Jinan, China
Abstract :
In the paper we generalize static rough fuzzy sets to dynamic rough fuzzy sets. Using the concepts of fuzzy elementary transfers, we put forward two-direction S-rough fuzzy sets which has dynamic characteristics. Then we define the cut sets of the two-direction S-rough fuzzy sets, and discuss their properties. We analyze the relationships between cut sets of the two-direction S-rough fuzzy sets and other rough sets. Finally we give its application in the risk investment system.
Keywords :
fuzzy set theory; investment; risk management; rough set theory; cut sets; dynamic rough fuzzy set; fuzzy elementary transfer; risk investment system; static rough fuzzy set; two-direction S-rough fuzzy set; Finance; Forward contracts; Fuzzy sets; Fuzzy systems; Investments; Mathematics; Rough sets; Statistics;
Conference_Titel :
Fuzzy Systems and Knowledge Discovery, 2009. FSKD '09. Sixth International Conference on
Conference_Location :
Tianjin
Print_ISBN :
978-0-7695-3735-1
DOI :
10.1109/FSKD.2009.288