Проблема нечіткої портфельної оптимізації та її вирішення із застосуванням методів прогнозування
The novel theory of investment portfolio optimization under uncertainty is presented based on fuzzy set theory and efficient forecasting methods. The direct problem of fuzzy portfolio optimization and dual problem are considered. In the direct problem structure of a portfolio is determined which pro...
Saved in:
| Date: | 2016 |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
The National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute"
2016
|
| Online Access: | http://journal.iasa.kpi.ua/article/view/65695 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | System research and information technologies |