A type-2 fuzzy portfolio selection problem considering possibility measure and crisp possibilistic mean value

Takashi Hasuike*, Hiroaki Ishii

*この研究の対応する著者

研究成果: Conference contribution

11 被引用数 (Scopus)

抄録

This paper considers a portfolio selection problem with type-2 fuzzy future returns involving ambiguous and subjectivity. Since this proposed problem is not well-defined due to fuzziness, introducing the fuzzy goal for the total future return and the degree of possibility, the main problem is transformed into the standard fuzzy programming problem including the secondary fuzzy numbers. Furthermore, using the hybrid solution approaches based on the linearity of the deterministic equivalent problem and the crisp possibilistic mean value, the efficient solution is constructed.

本文言語English
ホスト出版物のタイトル2009 International Fuzzy Systems Association World Congress and 2009 European Society for Fuzzy Logic and Technology Conference, IFSA-EUSFLAT 2009 - Proceedings
ページ1120-1125
ページ数6
出版ステータスPublished - 2009 12月 1
外部発表はい
イベントJoint 2009 International Fuzzy Systems Association World Congress, IFSA 2009 and 2009 European Society of Fuzzy Logic and Technology Conference, EUSFLAT 2009 - Lisbon, Portugal
継続期間: 2009 7月 202009 7月 24

出版物シリーズ

名前2009 International Fuzzy Systems Association World Congress and 2009 European Society for Fuzzy Logic and Technology Conference, IFSA-EUSFLAT 2009 - Proceedings

Other

OtherJoint 2009 International Fuzzy Systems Association World Congress, IFSA 2009 and 2009 European Society of Fuzzy Logic and Technology Conference, EUSFLAT 2009
国/地域Portugal
CityLisbon
Period09/7/2009/7/24

ASJC Scopus subject areas

  • 計算理論と計算数学
  • 情報システム

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