{"title":"OPF:一种新的模糊投资组合选择框架","authors":"Sri Cheng, C. Wei","doi":"10.1109/ICMSE.2013.6586501","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":339946,"journal":{"name":"2013 International Conference on Management Science and Engineering 20th Annual Conference Proceedings","volume":"1034 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2013-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"OPF: A novel framework for fuzzy portfolio selection\",\"authors\":\"Sri Cheng, C. Wei\",\"doi\":\"10.1109/ICMSE.2013.6586501\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":339946,\"journal\":{\"name\":\"2013 International Conference on Management Science and Engineering 20th Annual Conference Proceedings\",\"volume\":\"1034 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2013-07-17\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2013 International Conference on Management Science and Engineering 20th Annual Conference Proceedings\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/ICMSE.2013.6586501\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2013 International Conference on Management Science and Engineering 20th Annual Conference Proceedings","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICMSE.2013.6586501","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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.