Journal of Intelligent Systems and Internet of Things

Journal DOI

https://doi.org/10.54216/JISIoT

Submit Your Paper

2690-6791ISSN (Online) 2769-786XISSN (Print)

Volume 16 , Issue 2 , PP: 345-355, 2025 | Cite this article as | XML | Html | PDF | Full Length Article

An Intelligent Financial Risk Management System Using Pythagorean Neutrosophic Fuzzy Graphs with Growth Optimization Algorithm

N. Metawa 1 * , Olim Astanakulov 2 , Umarova Navbakhor Shokirovna 3

  • 1 University of Sharjah, UAE; Tashkent State University of Economics, Uzbekistan - (Nmetawa@sharjah.ac.ae)
  • 2 International Islamic Academy of Uzbekistan, Department of Islamic Economics and Finance, Pilgrimage Tourism, Uzbekistan - (astanakulov@gmail.com)
  • 3 Tashkent State Pedagogical University named after Nizami, Uzbekistan - (navbaxor7828@gmail.com)
  • Doi: https://doi.org/10.54216/JISIoT.160224

    Received: December 14, 2024 Revised: February 05, 2025 Accepted: March 03, 2025
    Abstract

    One of the most effective devices to model uncertainty in decision-making difficulties is the neutrosophic set (NS) and its extensions, namely interval NS (INS), interval complex NS (ICNS), and complex NS (CNS). An effective device to demonstrate ambiguities and uncertainty in decision-making is the NS, which is the more conventional standard set, intuitionistic fuzzy set (IFS), and fuzzy set (FS) by including 3 scores of falsehood, indeterminacy, and truth of established statements. Financial risk management is a massive field with different and developing modules, as demonstrated by either its historic growth or present classic example. It is a procedure to address the uncertainty originating from financial markets. It consists of calculating the financial threats dealing with organization and emerging management tactics by internal policies and priorities. A risk-management method is an experience control and accounting system. In this manuscript, we develop an Intelligent Risk Management Approach for Financial Crisis Using Pythagorean Neutrosophic Fuzzy Graphs and Metaheuristic Optimization Algorithms (IRMFC-PNFGMOA). The main intention of IRMFC-PNFGMOA technique is to analyse and develop effective methodologies for measuring and managing financial risk in dynamic market conditions. Initially, the data pre-processing stage applies Z-score normalization to clean, transform, and structure raw data to improve the quality. Besides, the Aquila optimization algorithm (AOA) has been deployed for the selection of feature processes to identify and retain the most relevant features from input data. For the classification process, the proposed IRMFC-PNFGMOA model designs pythagorean neutrosophic fuzzy graphs (PNFG) technique. To further optimize model performance, the growth optimizer (GO) algorithm is utilized for hyperparameter tuning to ensure that the best hyperparameters are selected for enhanced accuracy. To exhibit the enhanced performance of the presented IRMFC-PNFGMOA model, a comprehensive experimental analysis is made. The comparative results reported the improvised characteristics of the IRMFC-PNFGMOA model.

    Keywords :

    Neutrosophic set (NS) , Fuzzy Set , Risk Management , Financial Crisis , Pythagorean Neutrosophic Fuzzy Graphs , Growth Optimizer , Feature Selection

    References

    [1] M. A. Ibrahim, A. A. A. Agboola, B. S. Badmus, and S. A. Akinleye, "On Refined Neutrosophic Vector Spaces I," International Journal of Neutrosophic Science, vol. 7, pp. 97-109, 2020.

    [2] F. Smarandache and M. Abobala, "n-Refined Neutrosophic Vector Spaces," International Journal of Neutrosophic Science, vol. 7, pp. 47-54, 2020.

    [3] R. K. Gupta and S. Sharma, "Adaptive Decision-Making Framework for Cybersecurity Risk Management," American Journal of Business and Operations Research, vol. 3, no. 2, pp. 45-58, 2021.

    [4] M. Parimala, M. Karthika, and F. Smarandache, "A Review of Fuzzy Soft Topological Spaces, Intuitionistic Fuzzy Soft Topological Spaces and Neutrosophic Soft Topological Spaces," International Journal of Neutrosophic Science, vol. 10, no. 2, pp. 96-104, 2020.

    [5] J. T. Smith and L. Johnson, "Machine Learning Techniques for Cybersecurity Risk Assessment," Journal of Cybersecurity and Information Management, vol. 5, no. 1, pp. 12-24, 2022.

    [6] A. Ashraf and S. Abdullah, "Decision Support Modeling for Agriculture Land Selection Based on Sine Trigonometric Single Valued Neutrosophic Information," International Journal of Neutrosophic Science, vol. 9, no. 2, pp. 60-73, 2020.

    [7] A. Gennaro and M. Nietlispach, "Corporate Governance and Risk Management: Lessons (Not) Learnt from the Financial Crisis," Journal of Risk and Financial Management, vol. 14, no. 9, p. 419, 2021.

    [8] J. Falzon and J. Vella, "European Banks and Risk Management: Did the 2008 Financial Crisis Have Any Impact?," Journal of Risk Management in Financial Institutions, vol. 14, no. 1, pp. 84-95, 2020.

    [9] A. AbdulGaniyy and I. A. AbdulKareem, "Islamic Banking and Global Financial Crises: A Review of Liquidity Risk Management," Islam Universalia: International Journal of Islamic Studies and Social Sciences, vol. 2, no. 1, pp. 153-170, 2020.

    [10] T. T. H. Ha, "Modern Corporate Governance Standards and Role of Auditing: Cases in Some Western European Countries after Financial Crisis, Corporate Scandals and Manipulation," International Journal of Entrepreneurship, vol. 22, no. 3, 2019.

    [11] A. Saunders, M. M. Cornett, and O. Erhemjamts, Financial Institutions Management: A Risk Management Approach, McGraw-Hill, 2021.

    [12] Y. Cheng et al., "A Deep Learning Framework Integrating CNN and BiLSTM for Financial Systemic Risk Analysis and Prediction," arXiv preprint arXiv:2502.06847, 2025.

    [13] B. Wang et al., "Exploring Anomaly Detection and Risk Assessment in Financial Markets Using Deep Neural Networks," International Journal of Innovative Research in Computer Science and Technology, vol. 12, no. 4, 2024.

    [14] H. Xu et al., "Leveraging Artificial Intelligence for Enhanced Risk Management in Financial Services: Current Applications and Future Prospects," Academic Journal of Sociology and Management, vol. 2, no. 5, pp. 38-53, 2024.

    [15] M. Sun et al., "Enhancing Financial Risk Management through LSTM and Extreme Value Theory: A High-Frequency Trading Volume Approach," Journal of Computer Technology and Software, vol. 3, no. 3, 2024.

    [16] M. S. Murugan, "Large-Scale Data-Driven Financial Risk Management & Analysis Using Machine Learning Strategies," Measurement: Sensors, vol. 27, p. 100756, 2023.

    [17] R. Nimmala, "Enhancing Financial Risk Management: Utilizing Machine Learning in Climate Risk Model Benchmarking," Journal of Mathematical & Computer Applications, SRC/JMCA-178, DOI: 10.47363/JMCA/2023 (2), pp. 2-4, 2023.

    [18] G. Huang et al., "Artificial Intelligence-Driven Risk Assessment and Control in Financial Derivatives: Exploring Deep Learning and Ensemble Models," Transactions on Computational and Scientific Methods, vol. 4, no. 12, 2024

    [19] X. Wang et al., "Z-Score-Based Improved TOPSIS Method and Its Implementation for Elderly People Health Examination Results Evaluation: A Statistic Case Study in Harbin, China," Health & Social Care in the Community, vol. 2025, no. 1, p. 5974609.

    [20] A. Poovendran et al., "Adaptive CNN-LSTM and Neuro-Fuzzy Integration for Edge AI and IoMT-Enabled Chronic Kidney Disease Prediction," International Journal of Applied Science Engineering and Management, vol. 18, no. 3, pp. 553-582, 2024.

    [21] D. Ajay and P. Chellamani, "Pythagorean Neutrosophic Fuzzy Graphs," International Journal of Neutrosophic Science, vol. 11, no. 2, pp. 108-114, 2020.

    [22] E. H. Houssein et al., "Recent Metaheuristic Algorithms for Solving Some Civil Engineering Optimization Problems," Scientific Reports, vol. 15, no. 1, p. 7929, 2025.

    [23] K. Muthukumaran and K. Hariharanath, "Deep Learning Enabled Financial Crisis Prediction Model for Small-Medium Sized Industries," Intelligent Automation & Soft Computing, vol. 35, no. 1, 2023.

    [24] T. Vaiyapuri et al., "Intelligent Feature Selection with Deep Learning Based Financial Risk Assessment Model," Computers, Materials & Continua, vol. 72, no. 2, 2022.

    Cite This Article As :
    Metawa, N.. , Astanakulov, Olim. , Navbakhor, Umarova. An Intelligent Financial Risk Management System Using Pythagorean Neutrosophic Fuzzy Graphs with Growth Optimization Algorithm. Journal of Intelligent Systems and Internet of Things, vol. , no. , 2025, pp. 345-355. DOI: https://doi.org/10.54216/JISIoT.160224
    Metawa, N. Astanakulov, O. Navbakhor, U. (2025). An Intelligent Financial Risk Management System Using Pythagorean Neutrosophic Fuzzy Graphs with Growth Optimization Algorithm. Journal of Intelligent Systems and Internet of Things, (), 345-355. DOI: https://doi.org/10.54216/JISIoT.160224
    Metawa, N.. Astanakulov, Olim. Navbakhor, Umarova. An Intelligent Financial Risk Management System Using Pythagorean Neutrosophic Fuzzy Graphs with Growth Optimization Algorithm. Journal of Intelligent Systems and Internet of Things , no. (2025): 345-355. DOI: https://doi.org/10.54216/JISIoT.160224
    Metawa, N. , Astanakulov, O. , Navbakhor, U. (2025) . An Intelligent Financial Risk Management System Using Pythagorean Neutrosophic Fuzzy Graphs with Growth Optimization Algorithm. Journal of Intelligent Systems and Internet of Things , () , 345-355 . DOI: https://doi.org/10.54216/JISIoT.160224
    Metawa N. , Astanakulov O. , Navbakhor U. [2025]. An Intelligent Financial Risk Management System Using Pythagorean Neutrosophic Fuzzy Graphs with Growth Optimization Algorithm. Journal of Intelligent Systems and Internet of Things. (): 345-355. DOI: https://doi.org/10.54216/JISIoT.160224
    Metawa, N. Astanakulov, O. Navbakhor, U. "An Intelligent Financial Risk Management System Using Pythagorean Neutrosophic Fuzzy Graphs with Growth Optimization Algorithm," Journal of Intelligent Systems and Internet of Things, vol. , no. , pp. 345-355, 2025. DOI: https://doi.org/10.54216/JISIoT.160224