We propose two fuzzy portfolio optimization models based on the Markowitz Mean-Variance approach. The first model involves trapezoidal fuzzy numbers to extent statistical data, which
Demonstrates optimizing a storage facility and valuing a storage contract using intrinsic valuation. The optimization involves finding the optimal positions in a set of forward natural
Revisit the optimal ITAE transfer function for step input using numerical optimization and digital computer.
The toolbox is designed to estimate the parameters of a regime switching copula model, assuming two regimes. Each regime can be described by any of the following five copulas:
Time series of acceleration records are simulated using a stationnary process that is "weighted" by an envelopp function. The function that fullfills this procedure is 'seismSim'.