Operational funds allocation through stock investment based on CODAS method and q-ROPFS aggregation operators
Sumbal Ali, Ikram Ullah, Salma Khan, Hasib Khan, Hisham Mohammad Alkhawar, Jehad Alzabut
TL;DR
This paper introduces new fuzzy aggregation operators and applies them to stock investment decisions, showing improved decision-making flexibility and reliability.
Contribution
Proposes novel q-ROPFS geometric aggregation operators and integrates them with the CODAS method for multi-attribute decision-making.
Findings
The proposed operators demonstrate robustness and adaptability in stock investment scenarios.
Comparative analysis confirms the superiority of the new approach over existing methods.
Parameter sensitivity tests validate the flexibility of the model across different q values.
Abstract
The q-rung orthopair picture fuzzy soft model offers a powerful framework for managing uncertainty through three membership grades: positive, neutral, and negative. In this study, we propose novel geometric aggregation operators, namely the q−ROPFStWG and q−ROPFStOWG operator, and establish their theoretical properties to address a key gap in existing research. These operators are applied within a MADM framework using the CODAS method, demonstrated through a real-world stock investment selection problem. To assess performance, we conduct parameter analyses, including sensitivity tests across different values of q, and comparative evaluations with existing methods. Results confirm the robustness, adaptability, and superiority of the proposed approach, offering greater flexibility and reliability in decision-making. This work bridges a significant gap by advancing the practical…
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Taxonomy
TopicsMulti-Criteria Decision Making · Optimization and Mathematical Programming · Fuzzy Systems and Optimization