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- Xiang Li, Zhongfeng Qin, Samarjit Kar
- European Journal of Operational Research
- 2010

Article history: Received 21 August 2008 Accepted 4 May 2009 Available online 15 May 2009

- Zhongfeng Qin, Xiaoyu Ji
- European Journal of Operational Research
- 2010

- Zhongfeng Qin, Samarjit Kar
- Applied Mathematics and Computation
- 2013

This paper investigates the single period inventory Newsboy problem in a general uncertain environment. Here it is assumed that the uncertainty appears in the market demand of the product. Uncertain demand is used to describe a subjective estimate (not estimated by random/fuzzy demand), linguistically expressed by ‘‘demand is about n’’. Using identification… (More)

- Zhongfeng Qin, Xiang Li
- 2007

The option pricing problem is one of central contents in modern finance. In this paper, European option pricing formula is formulated for fuzzy financial market and some mathematical properties of them are discussed. This formula may be regarded as the fuzzy counterpart of Black-Scholes option pricing formula. In addition, some illustrative examples are… (More)

- Xiang Li, Yang Zhang, Hau-San Wong, Zhongfeng Qin
- J. Computational Applied Mathematics
- 2009

- Zhongfeng Qin, Xiang Li, Xiaoyu Ji
- 2009

In this paper, the Kapur cross-entropy minimization model for portfolio selection problem is discussed under fuzzy environment, which minimizes the divergence of the fuzzy investment return from a priori one. First, three mathematical models are proposed by defining divergence as cross-entropy, average return as expected value and risk as variance,… (More)

- Xiang Li, Biying Shou, Zhongfeng Qin
- European Journal of Operational Research
- 2012

This paper presents portfolio selection problems with ambiguous returns assumed as “return is about ξ” which is neither estimated by randomness nor fuzziness. Portfolio selection problems in uncertain environment are formulated as nonlinear programming models based on uncertain programming approaches. Since there is no efficient solution method to solve… (More)

- Zhongfeng Qin, Xin Gao
- Mathematical and Computer Modelling
- 2009

- Xiang Li, Zhongfeng Qin
- 2008

A normally distributed fuzzy variable is defined by a unimodal and symmetric membership function, and is proved to be the most uncertain one when expected value and variance are given. In this note, a lognormally distributed fuzzy variable is defined and the membership function, expected value and variance of this variable are discussed. Based on these… (More)