Title :
Fuzzy decision based combination model for securities investment
Author :
Tian, Feng ; Wen, Jiechang
Author_Institution :
Coll. of Appl. Math., Guangdong Univ. of Technol., Guangzhou, China
Abstract :
In this paper, the difference of satisfactions for fuzzy yield and fuzzy risk from investors is viewed as a fuzzy number with parabolic membership function, and a fuzzy decision securities investment combination model bases on parabolic satisfaction degree is constructed with fuzzy set and fuzzy decision theories. The experimental results on real-word data show that our new approach is very efficient and effective for the investment decision.
Keywords :
decision theory; fuzzy set theory; investment; fuzzy decision securities investment combination model; fuzzy number; fuzzy risk; fuzzy set theory; parabolic membership function; parabolic satisfaction degree; Biological system modeling; History; Investments; Mathematical model; Security; Uncertainty; Combination model of securities investments; fuzzy decision; parabolic fuzzy number;
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.2010.5569717
