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Showing 2 results for Ghanbari

Seyed Hamid Zahiri, Najme Ghanbari, Hadi Shahraki,
Volume 33, Issue 2 (IJIEPR 2022)

In current study, a particle swarm clustering method is suggested for clustering triangular fuzzy data. This clustering method can find fuzzy cluster centers in the proposed method, where fuzzy cluster centers contain more points from the corresponding cluster, the higher clustering accuracy. Also, triangular fuzzy numbers are utilized to demonstrate uncertain data. To compare triangular fuzzy numbers, a similarity criterion based on the intersection region of the fuzzy numbers is used.  The performance of the suggested clustering method has been experimented on both benchmark and artificial datasets. These datasets are used in the fuzzy form. The experiential results represent that the suggested clustering method with fuzzy cluster centers can cluster triangular fuzzy datasets like other standard uncertain data clustering methods. Experimental results demonstrate that, in almost all datasets, the proposed clustering method provides better results in accuracy when compared to Uncertain K-Means and Uncertain K-medoids algorithms.
Amirmohammad Larni-Fooeik, Hossein Ghanbari, Seyed Jafar Sadjadi, Emran Mohammadi,
Volume 35, Issue 1 (IJIEPR 2024)

In the ever-evolving realm of finance, investors have a myriad of strategies at their disposal to effectively and cleverly allocate their wealth in the expansive financial market. Among these strategies, portfolio optimization emerges as a prominent approach used by individuals seeking to mitigate the inherent risks that accompany investments. Portfolio optimization entails the selection of the optimal combination of securities and their proportions to achieve lower risk and higher return. To delve deeper into the decision-making process of investors and assess the impact of psychology on their choices, behavioral finance biases can be introduced into the portfolio optimization model. One such bias is regret, which refers to the feeling of remorse that can induce hesitation in making significant decisions and avoiding actions that may lead to unfavorable investment outcomes. It is not uncommon for investors to hold onto losing investments for extended periods, reluctant to acknowledge mistakes and accept losses due to this behavioral tendency. Interestingly, in their quest to sidestep regret, investors may inadvertently overlook potential opportunities. This research article aims to undertake an in-depth examination of 41 publications from the past two decades, providing a comprehensive review of the models and applications proposed for the regret approach in portfolio optimization. The study categorizes these methods into accurate and approximate models, scrutinizing their respective timeframes and exploring additional constraints that are considered. Utilizing this article will provide investors with insights into the latest research advancements in the realm of regret, familiarize them with influential authors in the field, and offer a glimpse into the future direction of this area of study.  The extensive review findings indicate a growth in the adoption of the regret approach in the past few years and its advancements in portfolio optimization.

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