System investment portfolio optimization under uncertainty and incompleteness
Journal: Collection of Scientific Works of Kirovohrad National Technical University. Economic Sciences (Vol.22, No. II)Publication Date: 2012-11-11
Abstract
This article describes the main aspects needed to optimize the investment portfolio. Construct a complete algorithm: the choice of the factors affecting the rate of securities to select the best optimal portfolio among multiple clusters, including forecast earnings yields by fuzzy group method of data handling and allows analysts to make the right choice in investing in an uncertain and incomplete information.
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