Applications of fuzzy programming for solving portfolio optimization problems: Some aspects of modeling and computing

被引：0
|
作者：
Nguyen Hai Thanh [1 ]
机构：
[1] Vietnam Natl Univ, Hanoi Int Sch, Dept Sci & Technol, Hanoi, Vietnam
来源：
2020 12TH INTERNATIONAL CONFERENCE ON KNOWLEDGE AND SYSTEMS ENGINEERING (IEEE KSE 2020) | 2020年
关键词：
Fuzzy set; linear programming; portfolio optimization; computational optimization methods;
D O I：
10.1109/kse50997.2020.9287724
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The paper focuses on modeling and computational aspects of fuzzy programming's applications in portfolio optimization (PO). First, three typical PO problems are summarized. Next, some flexible approach based on fuzzy programming is considered to solve three PO problems: the conservative portfolio problem, the moderate portfolio problem and the index funding problem. Finally, preliminary conclusions are made regarding applications of fuzzy programming in PO and recommendations for learning and teaching MSc. in financial management programs.
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页码：236 / 241
页数：6
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