Some Characterizations of the Choquet Integral with Respect to a Monotone Interval-Valued Set Function

Recently, the constrained index tracking problem, in which the task of trading a set of stocks is performed so as to closely follow an index value under some constraints, has often been considered as an important application domain for control theory. Because this problem can be conveniently viewed and formulated as an optimal decision-making problem in a highly uncertain and stochastic environment, approaches based on stochastic optimal control methods are particularly pertinent. Since stochastic optimal control problems cannot be solved exactly except in very simple cases, approximations are required in most practical problems to obtain good suboptimal policies. In this paper, we present a procedure for finding a suboptimal solution to the constrained index tracking problem based on approximate dynamic programming. Illustrative simulation results show that this procedure works well when applied to a set of real financial market data.

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Electrocardiogram Signal Compression with Reconstruction via Radial Basis Function Interpolation Based on the Vertex

Ryu¹,

Kim²,

Choi³

et al. 2013

International Journal of Fuzzy Logic and Intelligent Systems

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Patients with heart disease need long-term monitoring of the electrocardiogram (ECG) signal using a portable electrocardiograph. This trend requires the miniaturization of data storage and faster transmission to medical doctors for diagnosis. The ECG signal needs to be utilized for efficient storage, processing and transmission, and its data must contain the important components for diagnosis, such as the P wave, QRS-complex, and T wave. In this study, we select the vertex which has a larger curvature value than the threshold value for compression. Then, we reconstruct the compressed signal using by radial basis function interpolation. This technique guarantees a lower percentage of root mean square difference with respect to the extracted sample points and preserves all the important features of the ECG signal. Its effectiveness has been demonstrated in the experiment using the Massachusetts Institute of Technology and Boston's Beth Israel Hospital arrhythmia database.

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Some Characterizations of the Choquet Integral with Respect to a Monotone Interval-Valued Set Function

Cited by 5 publications

References 26 publications

A Choquet integral based fuzzy logic approach to solve uncertain multi-criteria decision making problem

A Choquet integral based fuzzy logic approach to solve uncertain multi-criteria decision making problem

Approximate Dynamic Programming-Based Dynamic Portfolio Optimization for Constrained Index Tracking

Electrocardiogram Signal Compression with Reconstruction via Radial Basis Function Interpolation Based on the Vertex

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