Volume 24, Issue 12 | Soft Computing

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Volume 24, Issue 12

A Fusion of Foundations, Methodologies and Applications

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Volume 24, Issue 12

June 2020

Special Issue on Dynamics of Socioeconomic Systems: Systemic Risk—Finance

Issue Editors:

Philippe de Peretti,
Bice Cavallo,
Biagio Simonetti,
Massimo Squillante,
Jorgen Vitting Andersen

53 articles in this issue

Special issue on dynamics of socioeconomic systems: systemic risk—finance
Philippe de Peretti
Bice Cavallo
Jorgen Vitting-Andersen
Editorial 08 May 2020 Pages: 8503 - 8503
Option valuation with IG-GARCH model and a U-shaped pricing kernel
Christophe Chorro
Rahantamialisoa H. Fanirisoa
Focus 23 July 2019 Pages: 8505 - 8522
A Quantile Regression approach for the analysis of the diversification in non-life premium risk
Fabio Baione
Davide Biancalana
Paolo De Angelis
Focus 21 August 2019 Pages: 8523 - 8534
Polynomial goal programming and particle swarm optimization for enhanced indexation
Massimiliano Kaucic
Fabrizio Barbini
Federico Julian Camerota Verdù
Focus 27 September 2019 Pages: 8535 - 8551
A random forest algorithm to improve the Lee–Carter mortality forecasting: impact on q-forward
Susanna Levantesi
Andrea Nigri
Focus 23 October 2019 Pages: 8553 - 8567
Influence measures in subnetworks using vertex centrality
Roy Cerqueti
Gian Paolo Clemente
Rosanna Grassi
Focus 25 October 2019 Pages: 8569 - 8582
Tackling longevity risk by means of financial compensation
Cinzia Di Palo
Focus 29 October 2019 Pages: 8583 - 8597
A method to decompose the systemic risk in geographic areas
Anna Maria Fiori
Francesco Porro
Focus 02 November 2019 Pages: 8599 - 8606
Determination of the financial minimum in a municipal budget to deal with crisis situations
Aleš Kudlák
Rudolf Urban
Šárka Hošková-Mayerová
Focus 18 November 2019 Pages: 8607 - 8616
Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent
Hayette Gatfaoui
Philippe de Peretti
Focus 18 December 2019 Pages: 8617 - 8626
De-risking long-term care insurance
Valeria D’Amato
Susanna Levantesi
Massimiliano Menzietti
Focus 11 January 2020 Pages: 8627 - 8641
Improving portfolios global performance using a cleaned and robust covariance matrix estimate
Emmanuelle Jay
Thibault Soler
Christophe Chorro
Focus 14 March 2020 Pages: 8643 - 8654
Incrementally updating approximations based on the graded tolerance relation in incomplete information tables
Junfang Luo
Keyun Qin
Xue Rong Zhao
Foundations 06 April 2020 Pages: 8655 - 8671
Human body flexibility fitness test based on image edge detection and feature point extraction
Xu Lu
Yujing Zhang
Foundations 19 March 2020 Pages: 8673 - 8683
Representation of De Morgan and (Semi-)Kleene Lattices
Umberto Rivieccio
Foundations 02 April 2020 Pages: 8685 - 8716
Residuated lattice of L-fuzzy ideals of a ring
S. V. Tchoffo Foka
Marcel Tonga
Foundations 07 April 2020 Pages: 8717 - 8724
On typical hesitant fuzzy automata
Valdigleis S. Costa
Benjamin C. Bedregal
Foundations 08 April 2020 Pages: 8725 - 8736
A latent variable model for two-dimensional canonical correlation analysis and the variational inference
Mehran Safayani
Saeid Momenzadeh
Masoomeh Sadat Razavi
Foundations 06 April 2020 Pages: 8737 - 8749
A characterization of pseudofinite MV-algebras
Eslam Farsimadan
Giacomo Lenzi
Arsham Borumand Saeid
Foundations 09 April 2020 Pages: 8751 - 8761
A fuzzy generalized power series method under generalized Hukuhara differentiability for solving fuzzy Legendre differential equation
Khadijeh Sabzi
Tofigh Allahviranloo
Saeid Abbasbandy
Foundations 13 April 2020 Pages: 8763 - 8779
European option pricing under multifactor uncertain volatility model
Sabahat Hassanzadeh
Farshid Mehrdoust
Foundations 20 April 2020 Pages: 8781 - 8792
MV-algebras as sheaves of \(\ell \)-groups on fuzzy topological spaces
Luz Victoria De La Pava
Ciro Russo
Foundations 30 April 2020 Pages: 8793 - 8804
Application of artificial neural networks to predict flow velocity in a 180° sharp bend with and without a spur dike
Mohammad Vaghefi
Kumars Mahmoodi
Maryam Akbari
Methodologies and Application 09 October 2019 Pages: 8805 - 8821
A novel hybrid metaheuristic optimization method: hypercube natural aggregation algorithm
Oscar Maciel
Arturo Valdivia
Marco Pérez-Cisneros
Methodologies and Application 23 October 2019 Pages: 8823 - 8856
A multi-criteria group decision making algorithm with quadripartitioned neutrosophic weighted aggregation operators using quadripartitioned neutrosophic numbers in IPQSVNSS environment
R. Chatterjee
P. Majumdar
S. K. Samanta
Methodologies and Application 13 November 2019 Pages: 8857 - 8880
Terminal observer and disturbance observer for the class of fractional-order chaotic systems
Mohammad Reza Soltanpour
Mehrdad Shirkavand
Methodologies and Application 17 October 2019 Pages: 8881 - 8898
Supplier selection using extended IT2 fuzzy TOPSIS and IT2 fuzzy MOORA considering subjective and objective factors
Ashoke Kumar Bera
Dipak Kumar Jana
Titas Nandy
Methodologies and Application 18 November 2019 Pages: 8899 - 8915
Variable neighborhood search-based methods for integrated hybrid flow shop scheduling with distribution
Shijin Wang
Ruochen Wu
Jianbo Yu
Methodologies and Application 19 October 2019 Pages: 8917 - 8936
A corridor selection for locating autonomous vehicles using an interval-valued intuitionistic fuzzy AHP and TOPSIS method
Onur Dogan
Muhammet Deveci
Cengiz Kahraman
Methodologies and Application 19 October 2019 Pages: 8937 - 8953
Clustering data stream with uncertainty using belief function theory and fading function
Javad Hamidzadeh
Reyhaneh Ghadamyari
Methodologies and Application 14 October 2019 Pages: 8955 - 8974
Uncertain programming models for multi-objective shortest path problem with uncertain parameters
Saibal Majumder
Mohuya B. Kar
Tandra Pal
Methodologies and Application 24 October 2019 Pages: 8975 - 8996
A vertical ranking technique for linguistic hesitant fuzzy sets
B. Farhadinia
Enrique Herrera-Viedma
Methodologies and Application 19 October 2019 Pages: 8997 - 9009
Underdetermined blind source separation using CapsNet
M. Kumar
V. E. Jayanthi
Methodologies and Application 15 October 2019 Pages: 9011 - 9019
Enhanced multi-objective crisscross optimization for dynamic economic emission dispatch considering demand response and wind power uncertainty
C L. Chinnadurrai
T. Aruldoss Albert Victoire
Methodologies and Application 21 October 2019 Pages: 9021 - 9038
Modeling and stability analysis methods of neutrosophic transfer functions
Jun Ye
Wenhua Cui
Methodologies and Application 15 October 2019 Pages: 9039 - 9048
Automating fake news detection system using multi-level voting model
Sawinder Kaur
Parteek Kumar
Ponnurangam Kumaraguru
Methodologies and Application 02 November 2019 Pages: 9049 - 9069
Distance related: a procedure for applying directly Artificial Bee Colony algorithm in routing problems
Dimitra Trachanatzi
Manousos Rigakis
Nikolaos Matsatsinis
Methodologies and Application 19 October 2019 Pages: 9071 - 9089
Fuzzy bivariate triangular functions with application to nonlinear fuzzy Fredholm–Volterra integral equations in two dimensions
S. Karamseraji
R. Ezzati
S. Ziari
Methodologies and Application 19 October 2019 Pages: 9091 - 9103
An approach for solving fully fuzzy multi-objective linear fractional optimization problems
Rubi Arya
Pitam Singh
Mohammad S. Obaidat
Methodologies and Application 26 October 2019 Pages: 9105 - 9119
A novel life choice-based optimizer
Abhishek Khatri
Akash Gaba
Vineet Kumar
Methodologies and Application 06 November 2019 Pages: 9121 - 9141
Performance analysis of six meta-heuristic algorithms over automated test suite generation for path coverage-based optimization
Manju Khari
Anunay Sinha
Ruben González Crespo
Methodologies and Application 17 October 2019 Pages: 9143 - 9160
A two-layer algorithm based on PSO for solving unit commitment problem
Yu Zhai
Xiaofeng Liao
Junqing Le
Methodologies and Application 25 October 2019 Pages: 9161 - 9178
Some new information measures for hesitant fuzzy PROMETHEE method and application to green supplier selection
Shu-ping Wan
Wen-chang Zou
Jiu-ying Dong
Methodologies and Application 13 November 2019 Pages: 9179 - 9203
On possible outputs of group decision making with interval uncertainties based on simulation techniques
Pingtao Yi
Weiwei Li
Danning Zhang
Methodologies and Application 09 November 2019 Pages: 9205 - 9213
A novel heuristic algorithm to solve penalized regression-based clustering model
Shadi Hasanzadeh Tavakkoli
Yahya Forghani
Reza Sheibani
Methodologies and Application 23 October 2019 Pages: 9215 - 9225
A cluster validity evaluation method for dynamically determining the near-optimal number of clusters
Xiangjun Li
Wei Liang
Pei-Chann Chang
Methodologies and Application 24 October 2019 Pages: 9227 - 9241
On the effects of pseudorandom and quantum-random number generators in soft computing
Jordan J. Bird
Anikó Ekárt
Diego R. Faria
Methodologies and Application Open access 28 October 2019 Pages: 9243 - 9256
CAAS: a novel collective action-based ant system algorithm for solving TSP problem
Sicong Li
Saihua Cai
Gang Yuan
Methodologies and Application 11 November 2019 Pages: 9257 - 9278
Enhancing differential evolution algorithm with repulsive behavior
Kai Zhang
Pengcheng Mu
Qiujun Huang
Methodologies and Application 29 October 2019 Pages: 9279 - 9305
Triangular Gaussian mutation to differential evolution
Jinglei Guo
Yong Wu
Shouyong Jiang
Methodologies and Application 31 October 2019 Pages: 9307 - 9320