دانلود رایگان مقاله انگلیسی طراحی سیاست سرمایه گذاری مبتنی بر EID برای سیستم های مالی پرشی تصادفی فازی - الزویر 2019

عنوان فارسی
طراحی سیاست سرمایه گذاری مبتنی بر EID برای سیستم های مالی پرشی تصادفی فازی
عنوان انگلیسی
EID-based sliding mode investment policy design for fuzzy stochastic jump financial systems
صفحات مقاله فارسی
0
صفحات مقاله انگلیسی
9
سال انتشار
2019
نشریه
الزویر - Elsevier
فرمت مقاله انگلیسی
PDF
نوع مقاله
ISI
نوع نگارش
مقالات پژوهشی (تحقیقاتی)
رفرنس
دارد
پایگاه
اسکوپوس
کد محصول
E10261
رشته های مرتبط با این مقاله
مدیریت، اقتصاد
گرایش های مرتبط با این مقاله
مدیریت مالی، اقتصاد مالی
مجله
تحلیل غیر خطی: سیستم های هیبریدی - Nonlinear Analysis: Hybrid Systems
دانشگاه
Department of Mathematics - Bharathiar University - Coimbatore - India
کلمات کلیدی
سیستم مالی تصادفی غیر خطی، برآوردگر EID، مدل فازی Takagi-Sugeno، طراحی سیاست سرمایه گذاری حالت Sliding
doi یا شناسه دیجیتال
https://doi.org/10.1016/j.nahs.2018.08.004
چکیده

abstract


This paper proposes a sliding mode investment policy design for nonlinear stochastic financial systems which can be represented by the well-known Takagi–Sugeno fuzzy model. When modeling the financial systems, it is more important to consider the unpredictable investment changes and worldwide unpredictable events which can be regarded as external disturbances. The equivalent-input-disturbance (EID) approach combined with sliding mode investment policy design is implemented to reject the unpredictable investment changes for having better investment. Moreover, the Luenberger state observer is constructed for the addressed financial system to estimate the unpredictable investment changes and worldwide unpredictable events. More precisely, a sliding mode investment policy design is developed by solving the obtained linear matrix inequality (LMI)-based constrained algorithm. Finally, the obtained results of the addressed fuzzy stochastic financial system are verified through numerical simulation to show efficiency of the proposed sliding mode investment policy design.

نتیجه گیری

Conclusion


In this paper, we have discussed the fuzzy nonlinear stochastic jump model to describe the dynamical behavior of financial system in the presence of unpredictable investment changes and worldwide unpredictable events. An EID-based sliding mode investment policy is proposed to achieve the desired interest rate, investment demand and price index with better investment cost and increase profit under both the continuous and discrete random jump input. The proposed EIDbased sliding mode investment policy could solve the robustness of a nonlinear stochastic jump diffusion financial system to achieve a desired interest rate, investment demand and price index even in the presence of unpredictable investment changes or worldwide events such as nature disaster and war. At last, an example with simulation is provided to confirm the performance of the proposed fuzzy EID-based sliding mode investment policy design for nonlinear stochastic jump diffusion financial systems.


بدون دیدگاه