10 citations · 28 across the 10 of their papers we have counts for
4 papers · 1 filter
Utility of Choice: An Information Theoretic Approach to Investment Decision-making
M. Khoshnevisan, Sukanto Bhattacharya, Florentin Smarandache
In this paper we have devised an alternative methodological approach for quantifying utility in terms of expected information content of the decision-maker's choice set. We have pr…
A Proposed Artificial Neural Network Classifier to Identify Tumor Metastases
M. Khoshnevisan, Sukanto Bhattacharya, Florentin Smarandache
In this paper we propose a classification scheme to isolate truly benign tumors from those that initially start off as benign but subsequently show metastases. A non-parametric art…
Computational Exploration of Investor Utilities Underlying a Portfolio Insurance Strategy
M. Khoshnevisan, Florentin Smarandache, Sukanto Bhattacharya
In this paper we take a look at a simple portfolio insurance strategy using a protective put and computationally derive the investor's governing utility structures underlying such…
Fuzziness and Funds Allocation in Portfolio Optimization
Jack Allen, Sukanto Bhattacharya, Florentin Smarandache
Each individual investor is different, with different financial goals, different levels of risk tolerance and different personal preferences. From the point of view of investment m…