{"title":"Fuzzy programming methods to selecting portfolios","authors":"M. Petrova, E. Volkova","doi":"10.1109/SCM.2015.7190478","DOIUrl":null,"url":null,"abstract":"A possibilistic approach to selecting portfolios with highest utility score is considered. Fuzzy optimization is combined with a kind of scoring algorithm. An optimal portfolio is selected according to data from the Russian stock market and its behavior is analyzed.","PeriodicalId":106868,"journal":{"name":"2015 XVIII International Conference on Soft Computing and Measurements (SCM)","volume":"93 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2015-05-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2015 XVIII International Conference on Soft Computing and Measurements (SCM)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/SCM.2015.7190478","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
A possibilistic approach to selecting portfolios with highest utility score is considered. Fuzzy optimization is combined with a kind of scoring algorithm. An optimal portfolio is selected according to data from the Russian stock market and its behavior is analyzed.