OPF:一种新的模糊投资组合选择框架

Sri Cheng, C. Wei
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引用次数: 0

摘要

在本文中,我们提出了一个新的框架——观察者模式框架(OPF),它能更好地反映复杂的证券市场。OPF的核心是观察者从两个不同的角度收集相关信息,即股票价格统计和买卖双方的力量比较。在此基础上,结合实例,定义了观测器方程及其特征关系,并给出了理论模型的数值方程。最后,讨论了OPF算法在模糊投资组合问题中的应用。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
OPF: A novel framework for fuzzy portfolio selection
In this paper, we propose a novel framework - the Observer Pattern Framework (OPF) - which could better reflect the complex securities market. The core of the OPF is observer collecting relevant information from two different perspectives, namely, stock price statistics and force comparison between buyer and seller. Further, based on a practical example, we not only define observer equations and their characteristic relation, but also present numerical equations of theoretical model. Finally, the application of the OPF to the fuzzy portfolio selection problem is discussed.
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