Particle swarm optimization approach to portfolio fuzzy optimization
عنوان مقاله: Particle swarm optimization approach to portfolio fuzzy optimization
شناسه ملی مقاله: ICSM10_023
منتشر شده در دهمین کنفرانس بین المللی مدیریت استراتژیک در سال 1392
شناسه ملی مقاله: ICSM10_023
منتشر شده در دهمین کنفرانس بین المللی مدیریت استراتژیک در سال 1392
مشخصات نویسندگان مقاله:
Nastaran Najkar - Ph. D. student of Agricultural Economic , Campus of Ferdowsi University of Mashhad
Mohammad Reza Kohansal - Associate professor of Agricultural Economic department, Ferdowsi University of mashhad
خلاصه مقاله:
Nastaran Najkar - Ph. D. student of Agricultural Economic , Campus of Ferdowsi University of Mashhad
Mohammad Reza Kohansal - Associate professor of Agricultural Economic department, Ferdowsi University of mashhad
This paper considers a heuristic method for solving portfolio selection problem based on the possibility theory, therefore, a particle swarm optimization is proposed to solve the corresponding optimization problem. Random fuzzy portfolio optimization are formulated as nonlinear programming. An example, which utilizes the data from Tehran exchange corporation, illustrate the whole idea on fuzzy portfolio optimization problem
کلمات کلیدی: Portfolio optimization, possibility theory, particle swam optimization
صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/278883/