ID | 14796 |
Eprint ID | 14796
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フルテキストURL | |
著者 |
Hasuike Takashi
Osaka University
Ishii Hiroaki
Osaka University
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抄録 | In this paper, several portfolio selection problems with normal mixture distributions including fuzziness are proposed. Until now, many researchers have proposed portfolio models based on the stochastic approach, and there are some models considering both random and ambiguous conditions, particularly using fuzzy random or random fuzzy variables. However, the model including normal mixture distributions with fuzzy numbers has not been proposed yet. Our proposed problems are not well-defined problems due to randomness and fuzziness. Therefore, setting some criterions and introducing chance constrains, main problems are transformed into deterministic programming problems. Finally, we construct a solution method to obtain a global optimal solution of the problem.
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発行日 | 2008-12
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出版物タイトル |
Proceedings : Fourth International Workshop on Computational Intelligence & Applications
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巻 | 2008巻
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号 | 1号
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出版者 | IEEE SMC Hiroshima Chapter
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開始ページ | 65
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終了ページ | 70
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資料タイプ |
会議発表論文
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言語 |
英語
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イベント | Fourth International Workshop on Computational Intelligence & Applications IEEE SMC Hiroshima Chapter : IWCIA 2008
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イベント地 | 東広島市
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イベント地の別言語 | Higashi-Hiroshima City
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論文のバージョン | publisher
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査読 |
有り
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Eprints Journal Name | IWCIA
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