{"title":"投资组合选择的模糊规划方法","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":"{\"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}","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}
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.
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