Liu's inference is a process of deriving consequences from uncertain knowledge or evidence via the tool of conditional uncertainty. Using identification functions, this paper derives some expressions of Liu's inference rule for uncertain systems. This paper also discusses Liu's inference rule with multiple antecedents and with multiple if-then rules.
Liu process is a new tool to deal with the noise process based on uncertainty theory. In this paper, we view the foreign exchange rate as an uncertain process, described by an uncertain differential equation driven by Liu process, and build an uncertain currency model. Then the uncertain currency option processes are discussed. Moreover, European and… (More)
This paper presents an uncertain stock model with periodic dividends based on uncertainty theory. Some option pricing formulae related to the proposed model are investigated and several numerical examples are discussed to illustrate the related formula.
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Keywords: Uncertain variable Cross-entropy Minimum cross-entropy principle a b s t r a c t ross-entropy is a measure of the difference between two distribution functions. In order to deal with the divergence of uncertain variables via uncertainty distributions, this paper aims at introducing the concept of cross-entropy for uncertain variables based on… (More)