Portfolio selection in fuzzy environment

被引：0

作者：

Chen, YJ ^{[1
]}

Liu, YK ^{[1
]}

机构：

[1] Hebei Univ, Coll Math & Comp Sci, Baoding 071002, Peoples R China

来源：

Proceedings of 2005 International Conference on Machine Learning and Cybernetics, Vols 1-9 | 2005年

关键词：

credibility; expected value; variance; portfolio selection; genetic algorithm;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

In this paper, we first deduce the variance formulas of three common types of fuzzy variables. Then fuzzy portfolio selection models are built based on credibility measure, the expected value and variance of a fuzzy variable. To solve the proposed models, a genetic algorithm is employed. At last, this paper provides two numerical examples for the proposed portfolio selection models.

引用

页码：2694 / 2699

页数：6

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