Open Science Research Excellence

3

Publications

3
6241
A Soft Set based Group Decision Making Method with Criteria Weight
Authors:
Abstract:
Molodstov-s soft sets theory was originally proposed as general mathematical tool for dealing with uncertainty problems. The matrix form has been introduced in soft set and some of its properties have been discussed. However, the formulation of soft matrix in group decision making problem only with equal importance weights of criteria, which does not show the true opinion of decision maker on each criteria. The aim of this paper is to propose a method for solving group decision making problem incorporating the importance of criteria by using soft matrices in a more objective manner. The weight of each criterion is calculated by using the Analytic Hierarchy Process (AHP) method. An example of house selection process is given to illustrate the effectiveness of the proposed method.
Keywords:
Soft set, Soft Matrix, Soft max-min decision making (SMmDM), Analytic hierarchy process (AHP)
2
14045
Extremal Properties of Generalized Class of Close-to-convex Functions
Authors:
Abstract:
Let Gα ,β (γ ,δ ) denote the class of function f (z), f (0) = f ′(0)−1= 0 which satisfied e δ {αf ′(z)+ βzf ′′(z)}> γ i Re in the open unit disk D = {z ∈ı : z < 1} for some α ∈ı (α ≠ 0) , β ∈ı and γ ∈ı (0 ≤γ 0 . In this paper, we determine some extremal properties including distortion theorem and argument of f ′( z ) .
Keywords:
Argument of f ′(z) , Carathéodory Function, Closeto- convex Function, Distortion Theorem, Extremal Properties
1
9997391
Mathematical Programming Models for Portfolio Optimization Problem: A Review
Authors:
Abstract:

Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying them according to their nature in heuristic and exact methods. To serve these purposes, 40 related articles appearing in the international journal from 2003 to 2013 have been gathered and analyzed. Based on the literature review, it has been observed that stochastic programming and goal programming constitute the highest number of mathematical programming techniques employed to tackle the portfolio optimization problem. It is hoped that the paper can meet the needs of researchers and practitioners for easy references of portfolio optimization.

Keywords:
Portfolio optimization, Mathematical programming, Multi-objective programming, Solution approaches.