Fuzzy expected value model for a portfolio investment

摘要：

In this paper, a portfolio investment problem under fuzzy environment is considered. Investors always want to control risk, and want to get return as more as possible. In order to meet the needs of investors, this paper constructs expected value model based on the fuzzy expected value theory for the problem and then designs a hybrid intelligent algorithm for this model. Finally, one numerical example is presented to show the efficiency of the algorithm.

关键词： risk control portfolio investment expected value fuzzy simulation genetic algorithm neural network memory

作者: Lufeng LI

作者单位: Department of Management Science and Engineering,Beijing Institute of Technology,Beijing 100081,China

会议类型: 国际会议

会议名称: 2008 International Conference on Risk and Relianility Management(2008风险与可靠性管理国际会议)

会议地点: 北京

会议语种:英文

页码: 145-147

在线出版日期: 2008-11-10（万方平台首次上网日期，不代表论文的发表时间）