carlosss1111/Financial_Asset_Risk_Management-Trading_Signals_Model: v1.0.3

Article A unifying approach to orders on hesitant fuzzy elements with applications to financial risk management and trading signals. OverviewThis release contains the reference implementation used to reproduce:(i) a BTC/ETH financial-stress experiment based on order-oriented comparisons of hesitant fuzzy elements, and(ii) a trading-signal model (BUY/SELL/HOLD) obtained from (α, k)-cuts on finite interval-valued hesitant fuzzy numbers. ContentsFinancial_Asset_Risk_Management_BTCvsETH.ipynb — main notebook for the BTC vs ETH experiment.Trading_Signals_Model.ipynb — notebook for the (α, k)-cut trading-signal model.LICENSE — MIT license. Quick start1. Open either notebook in Google Colab (or run locally).2. Ensure NumPy, Pandas, and Matplotlib are available.3. Run all cells to reproduce the outputs reported in the paper. Notes- If any randomization is used, seeds (and relevant configuration parameters) are documented inside the notebooks. Citation / DOIPlease cite the paper.Concept DOI (all versions): 10.5281/zenodo.18868266Version DOI (v1.0.3): 10.5281/zenodo.18868267