Suppose that the value of our portfolio depends on the currency fluctations on the global finance market. Our knowledge is given in the form of fuzzy if-then rules, where all of the linguistic values for the exchange rates and the portfolio values are represented by sigmoidal fuzzy numbers. It is relatively easy to create fuzzy if-then rules for portfolio evaluation, however it is time-consuming and difficult to fine-tune them.
KeywordsMembership Function Fuzzy Partition Firing Strength Portfolio Problem Firing Level
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