- Computational Methods for Investment Portfolio: The Use of Fuzzy Measures and Constraint Programming for Risk Management
T. Magoc, F. Modave, V. Kreinovich, M. Ceberio, to appear as book chapter in Foundations on Computational Intelligence, ed. A. Hassanien and A. Abraham, Springer-Verlag, Germany, 2008. - Fuzzy without Fuzzy: why Fuzzy-Related Aggregation Techniques are often better even in Situations without True Fuzziness
H.T. Nguyen, V. Kreinovich, F. Modave, M. Ceberio, to appear as book chapter in Foundations on Computational Intelligence, ed. A. Hassanien and A. Abraham, Springer-Verlag, Germany, 2008. - Interval-based mulicriteria decision making," M. Ceberio, F. Modave, book chapter in Modern Information Processing: from Theory to Applications
B. Bouchon-Meunier, G Coletti, R.R. Yager, Elsevier ed. 2006. - Axiomatization of qualitative multicriteria decision making with the Sugeno integral
F. Modave, D. Iourinski, Intelligent Systems Design and Applications, in Advances in Soft Computing, Ed. Springer, pp77-86, May 2003
Research Interest
Intelligent Systems and Applications
My research focuses on intelligent systems (encompassing machine learning, artificial intelligence, fuzzy techniques) and their applications to various domains, with an emphasis on decision making, be it decision under uncertainty, decision under risk, or multicriteria decision making as well as game theory.
Some of these techniques are natural extensions of statistical approaches for data analysis, whereas other approaches complement the more traditional Bayesian approaches for data analysis.
More specifically, I am interested in modeling and understanding complex phenomena in biology, environmental sciences, and finance. Although the fields are rather different, they remain data-driven and intelligent systems techniques offer an effective unifying framework to address the problems of those application domains.
Publications
Books, book chapters, monographs (peer-reviewed)
Journal articles (peer-reviewed)
- Application of Fuzzy Measures and Intervals to Finance
T. Magoc, F. Modave, M. Ceberio, X. Wang, (submitted to the Journal of Reliable Computing), 2009. - Using Preference Constraints to Solve Multi-Criteria Decision Making Problems
T. Magoc, F. Modave, M. Ceberio, (submitted to the Journal of Reliable Computing), 2009. - Selection of Optimal Investment Portfolio: Using fuzzy integration to take into account the dependence among assets
T. Magoc, F. Modave (submitted to the Journal of Reliable Computing), 2009. - Fuzzy Measures and Integrals and Applications to Finance
T. Magoc, X. Wang, F. Modave (submitted to the Int. Journal of Intelligent Systems), 2009. - A Genetic Algorithm to Identify Fuzzy Measures
T. Magoc, X. Wang, F. Modave (in preparation for the Int. Journal of Software Science and Computational Intelligence), 2009. - Towards real world applications: interval related talks at NAFIPS'05
V. Kreinovich, F. Modave, S. Starks, G. Xiiang, Journal of reliable computing, Springer Science, vol. 12, n.1, pp73-77, February 2006. - Paradigms for decision-making under increasing levels of uncertainty
A. de Korvin, R. Kleyle, F. Modave, Int. Journal of Pure and Applied Mathematics. 21, No.4, 419-430, 2005. - Relating decision under uncertainty and multicriteria decision making models
D. Dubois, M. Grabisch, F. Modave, H. Prade, International Journal of Intelligent Systems, vol 15(10), pp 967-979., ed. Wiley, 2000.
Peer-reviewed conference articles
- Choquet integrals and OWA criteria as a natural (and optimal) next step after linear aggregation: a new general justification
F. Modave, M. Ceberio, V. Kreinovich, 7th Mexican International Conference on Artificial Intelligence, Mexico City, Mexico, Oct 27-31, 2008 - Selecting the most representative sample is NP-hard: need for expert (fuzzy) knowledge
J. E. Esteban, F. Modave, O. Kosheleva, IEEE World Congress on Computational Intelligence, International Conference on Fuzzy Systems (Fuzz-IEEE'08), Hong Kong, China, June 1-6, 2008. - Asymmetric paternalism: description of the phenomenon, explanation based on decision under uncertainty, and possible applications to education
O. Kosheleva, F. Modave, North American Fuzzy Information Processing Society (NAFIPS'08) Conference, New York, NY, May 19-22, 2008. - Interval-based multi-criteria decision making: strategies to order intervals
T. Magoc, F. Modave, M. Ceberio, NAFIPS Conference, New York, NY, May 19-22, 2008. - How to estimate, take into account and improve travel time reliability in transportation networks
R.L. Cheu, V. Kreinovich, F. Modave, G. Xiang, T. Magoc, 3rd Int. Workshop on Reliable Engineering Computing, NSF Workshop on Imprecise Probability in Engineering Analysis and Design, Savannah, GA, Feb 20-22, 2008. - On the probability of making a given decision: a theoretically justified transition from interval to fuzzy uncertainty
Van Nam Huynh, Y. Nakamori, F. Modave, NAFIPS Conference, pp532-536, San Diego, Ca, June 24-27, 2007. - Bilinear models from system approach justified for classification with potential applications to bioinformatics
R. Alo, F. Modave, V. Kreinovich, D. Herrera, X. Wang, in proceedings of the 2006 Int. Conference on Fuzzy Sets and Soft Computing in Economics and Finance, St-Petersburg, Russia, June 28-30, 2006. - Comparing attacks: an approach based on interval computation and fuzzy integration
F. Modave, M. Ceberio, X. Wang, Olga Garay, Rodrigo Ramirez, Raul Tejeda, Fuzz-IEEE'05. - Using 1-D radar observations to detect a space explosion core among the explosion fragments: sequential and distributed algorithms
J. Boehm, P. Debroux, F. Modave, V. Kreinovich, G. Xiang, J. Beck, K. Tupelly, R. Kandathi, L. Longpre, K. Villaverde, 1-D Radar IEEE workshop, Santa Fe, NM, Aug. 2005. - The AKS algorithm in ACL2
C. Campos, F. Modave, S. Roach, The 5th International Conference on Intelligent Technologies (InTech'04), Houston, TX, Dec. 2004 - An interval-valued 2-additive Choquet integral for multicriteria decision making
M. Ceberio, F. Modave, 10th Conf. on Information Processing Management of Uncertainty in Knowledge-based Systems (IPMU'04), Perugia, Italy, July 2004 - Interval-based multicriteria decision making
M. Ceberio, F. Modave, 8th International Symposium on AI and Mathematics, Fort Lauderdale, FL, Jan. 2004. - Qualitative multicriteria decision making based on the Sugeno integral
F. Modave, D. Iourinski, NAFIPS Conference, Chicago, IL, July 2003. - The use of fuzzy measures as a data fusion tool in geographic information systems
C. Campos, V. Kreinovich, F. Modave, S. Starks, NAFIPS Conference, Chicago, IL, July 2003. - Decision making for robust resilient systems, F. Modave, R. Alo, A. de Korvin
the 36th Hawaii International Conference on System Sciences (HICSS'03), Hawaii, Jan 6-9, 2003. - Fuzzy measures and integrals as aggregation operators: solving the commensurability problem
F. Modave, V. Kreinovich, NAFIPS Conference, New Orleans, LA, June 2002. - Using fuzzy functions to select an optimal action in decision theory, R. Alo, A. de Korvin
F. Modave, NAFIPS Conference, New Orleans, LA, June 2002. - A measurement theory perspective for multicriteria decision making, Fuzz-IEEE Conference, Melbourne
Australia, Dec. 2001 - Web-based collaborative multicriteria decision making
F. Modave, T. Tilley, 1st International Conference on Intelligent Technologies, Bangkok, Thailand, May 2001 - Lotteries in a multicriteria decision making framework
F. Modave, M. Grabisch, 8th IPMU Conference, Madrid, Spain, July 2000 - Preference representation by the Choquet integral: the commensurability hypothesis
F. Modave, M. Grabisch 7th IPMU Conference, Paris, France, July 1998 - Application of fuzzy multicriteria classification to select the best robust parses of speech recognition hypotheses
D. Roussel, F. Modave, Int. Workshop on Speech and Computer. St-Petersburg, Russia, June 1998 - A Choquet integral representation in multicriteria decision making, D. Dubois, M. Grabisch, F. Modave
H. Prade, AAAI Fall Symposium, Boston, Ma, Nov. 1997 - Preferential independence and the Choquet integral
F. Modave, M. Grabisch, 8th International Conf. on the Foundations and Applications of Decision under Risk and Uncertainty, Mons Belgium, July 1997