DocumentCode
2330353
Title
Credibility programming approach to fuzzy portfolio selection problems
Author
Peng, Jin ; Mok, Henry M K ; Tse, Wai-Man
Author_Institution
Dept. of Math., Huanggang Normal Univ., Hubei, China
Volume
4
fYear
2005
fDate
18-21 Aug. 2005
Firstpage
2523
Abstract
This paper deals with the portfolio selection problems in fuzzy environments by credibility programming approach based on credibility measure. Three types of fuzzy programming models are provided for portfolio selection with fuzzy return rates. A hybrid intelligent algorithm is designed to solve the proposed models and its effectiveness is illustrated by numerical experiments.
Keywords
financial management; fuzzy logic; fuzzy set theory; mathematical programming; credibility programming approach; fuzzy portfolio selection problem; fuzzy programming model; hybrid intelligent algorithm; Asset management; Costs; Data security; Environmental management; Investments; Mathematical programming; Mathematics; Portfolios; Probability distribution; Weight measurement; Credibility Measure; Fuzzy Programming; Hybrid Intelligent Algorithm; Portfolio Selection;
fLanguage
English
Publisher
ieee
Conference_Titel
Machine Learning and Cybernetics, 2005. Proceedings of 2005 International Conference on
Conference_Location
Guangzhou, China
Print_ISBN
0-7803-9091-1
Type
conf
DOI
10.1109/ICMLC.2005.1527368
Filename
1527368
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