2025-02-22T16:59:54-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: Query fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22journaliasakpiua-article-216232%22&qt=morelikethis&rows=5
2025-02-22T16:59:54-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: => GET http://localhost:8983/solr/biblio/select?fl=%2A&wt=json&json.nl=arrarr&q=id%3A%22journaliasakpiua-article-216232%22&qt=morelikethis&rows=5
2025-02-22T16:59:54-05:00 DEBUG: VuFindSearch\Backend\Solr\Connector: <= 200 OK
2025-02-22T16:59:54-05:00 DEBUG: Deserialized SOLR response

Проблема нечіткої портфельної оптимізації в умовах невизначеності з використанням методів обчислювального інтелекту

The problem of constructing an optimal securities portfolio under uncertainty is considered along with the direct and dual problems of fuzzy portfolio optimization. The modified fuzzy portfolio optimization problem is also suggested under a constraint on portfolio volatility. In the dual problem, th...

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Bibliographic Details
Main Authors: Zaychenko, Helen, Zaychenko, Yuriy
Format: Article
Language:English
Published: The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute" 2020
Subjects:
Online Access:http://journal.iasa.kpi.ua/article/view/216232
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