Provide a multi-purpose fuzzy model for stock portfolio optimization
نویسندگان
چکیده
Researchers in the field of portfolio optimization made efforts to decrease uncertainty future returns. Any disturbance parameter values causes solution be non-optimal or impossible. This study designs a strong fuzzy-multipurpose model for stock based on Tehran Stock Exchange market data. At end paper, created is compared with results multi-objective model. The show that fuzzy has relative stability and multi-purpose strong.
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ژورنال
عنوان ژورنال: International Journal of Innovation in Engineering
سال: 2021
ISSN: ['2783-1906']
DOI: https://doi.org/10.52547/ijie.1.2.24