Credibility programming approach to fuzzy portfolio selection problems

被引：0
|
作者：
Peng, J [1 ]
Mok, HMK [1 ]
Tse, WM [1 ]
机构：
[1] Huanggang Normal Univ, Dept Math, Hubei 438000, Peoples R China
来源：
PROCEEDINGS OF 2005 INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND CYBERNETICS, VOLS 1-9 | 2005年
关键词：
portfolio selection; fuzzy programming; credibility; measure; hybrid intelligent 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：
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.
引用
收藏
页码：2523 / 2528
页数：6
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