Lviv Polytechnic National University - Problem of fuzzy portfolio optimization and its solution with application of forecasting methods

2015 Xth International Scientific and Technical Conference - Computer Sciences and Information Technologies (CSIT)

Author(s): Yuri Zaychenko ; Inna Sidoruk
Publisher: Lviv Polytechnic National University
Publication Date: 1 September 2015
Conference Location: Lviv, Ukraine
Conference Date: 14 September 2015
Page(s): 97 - 103
ISBN (Electronic): 978-6-1760-7815-9
DOI: 10.1109/STC-CSIT.2015.7325442

The novel theory of investment portfolio optimization under uncertainty is presented based on fuzzy set theory and efficient forecasing methods. The direct problem of fuzzy portfolio optimization... View More