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Нечіткий фондовий портфель. Дослідження та оптимізація

A fuzzy stock portfolio whose membership functions are triangular is studied. The risk-profit relationship is investigated for various assets of membership functions and criterion values. It is shown that the general optimization problem may be reduced to the two-dimensional case, and some algorithm...

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Bibliographic Details
Date:2010
Main Author: Murga, N. А.
Format: Article
Language:Russian
Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2010
Online Access:http://journal.iasa.kpi.ua/article/view/106924
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Journal Title:System research and information technologies

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System research and information technologies

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