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1

Pearson correlation and ordered weighted average operator in the world stock exchange market

Flores-Sosa Martha, Leon-Castro Ernesto, Merigo Jose M.

Journal of Automation Mobile Robotics and Intelligent Systems

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2024

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Vol. 18, No. 1

43--55

EN

The stock market is of great importance for the financial development of a country due to the large volume of transactions therein. Analyzing the correlation between indices in the world helps us figure out which variables are most impactful. This paper proposes the use of ordered weighted average (OWA) operators in combination with the Pearson coefficient to create a measure of correlation that can analyze a wide range of possible scenarios that go from minimum to maximum. The new frameworks can add additional information to the process of correlation. The work presents an application in ten of the largest stock exchanges in the world. The results suggest a broad positive correlation that is reinforced in times of instability.

2

Heavy moving average distances in sales forecasting

Olazabal-Lugo Maricruz, Espinoza-Audelo Luis F., León-Castro Ernesto, Perez-Arellano Luis A., Blanco-Mesa Fabio

Journal of Automation Mobile Robotics and Intelligent Systems

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2023

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Vol. 17, No. 2

18--27

EN

This paper presents a new aggregation operator tech‐ nique that uses the ordered weighted average (OWA), heavy aggregation operators, Hamming distance, and moving averages. This approach is called heavy ordered weighted moving average distance (HOWMAD). The main advantage of this operator is that it can use the characteristics of the HOWMA operator to under‐ or over‐ estimate the results according to the expectations and the knowledge of the future scenarios, analyze the his‐ torical data of the moving average, and compare the different alternatives with the ideal results of the dis‐ tance measures. Some of the main families and specific cases using generalized and quasi‐arithmetic means are presented, such as the generalized heavy moving aver‐ age distance and a generalized HOWMAD. This study develops an application of this operator in forecasting the sales growth rate for a commercial company. We find that it is possible to determine whether the company’s objectives can be achieved or must be reevaluated in response to the actual situation and future expectations of the enterprise.

3

Choquet integral calculus on a continuous support and its applications

Ridaoui M., Grabisch M.

Operations Research and Decisions

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2016

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Vol. 26, No. 1

73--93

EN

The results of the calculation of the Choquet integral of a monotone function on the nonnegative real line have been described. Next, the authors prepresented Choquet integral of nonmonotone functions, by constructing monotone functions from nonmonotone ones by using the increasing or decreasing rearrangement of a nonmonotone function. Finally, this paper considers some applications of these results to the continuous agregation operator OWA, and to the representation of risk measures by Choquet integral.

4

OWA operators in the weighted average and their application in decision making

Merigó J. M.

Control and Cybernetics

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2012

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Vol. 41, no. 3

605-643

EN

We introduce a new aggregation operator that unifies the weighted average (WA) and the ordered weighted averaging (OWA) operator in a single formulation. We call it the ordered weighted averaging - weighted average (OWAWA) operator. This aggregation operator provides a more complete representation of the weighted average and the OWA operator because it considers the degree of importance that each concept has in the aggregation and includes them as particular cases of a more general context. We study different properties and families of the OWAWA operator. The applicability of this method is very broad because any study that uses the weighted average or the OWA can be revised and extender with our approach. We focus on a multi-person decision-making application in the selection of financial strategies.

5

Supervised learning for record linkage through weighted means and OWA operators

Torra V., Navarro-Arribas G., Abril D.

Control and Cybernetics

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2010

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Vol. 39, no 4

1011-1026

EN

Record linkage is a technique used to link records from one database with records from another database, making reference to the same individuals. Although it is normally used in database integration, it is also frequently applied in the context of data privacy. Distance-based record linkage permits linking records by their closeness. In this paper we propose a supervised approach for linking records with numerical attributes. We provide two different approaches, one based on the weighted mean and another on the OWA operator. The parameterization in both cases is determined as an optimization problem. We evaluate our proposal and compare it with standard distance based record linkage, which does not rely on the parameterization of the distance functions. To that end we test the proposal in the context of data privacy by linking a data file with its corresponding protected version.