Title :
Fuzzy mathematics based optimization model for securities investment with inclinations to avoid risks
Author :
Wen, Jie Chang ; Tian Feng
Author_Institution :
Coll. of Appl. Math., Guangdong Univ. of Technol., Guangzhou, China
Abstract :
Optimization method with triangular fuzzy numbers is introduced to describe the expected yield rate and risk loss of securities investment, and a combinational fuzzy optimization model of inclinations with exchange fee to avoid risks is presented in this paper. The experimental results on the data investigated from real-world securities markets show that our new method exploits a new strategy for the investment decision.
Keywords :
decision making; fuzzy set theory; investment; optimisation; risk analysis; securities trading; combinational fuzzy optimization; exchange fee; expected yield rate; fuzzy mathematics; investment decision; risk loss; securities investment; securities market; triangular fuzzy number; Biological system modeling; Investments; Linear programming; Mathematical model; Optimization; Security; Uncertainty; Combination of securities investments; Fuzzy optimization model; Triangular fuzzy numbers;
Conference_Titel :
Fuzzy Systems and Knowledge Discovery (FSKD), 2010 Seventh International Conference on
Conference_Location :
Yantai, Shandong
Print_ISBN :
978-1-4244-5931-5
DOI :
10.1109/FSKD.2010.5569714
