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Portfolio Selection Problems with Normal Mixture Distributions Including Fuzziness
https://hiroshima.repo.nii.ac.jp/records/2000900
https://hiroshima.repo.nii.ac.jp/records/2000900046d1ce4-21f8-4635-9b85-18007a4d0925
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
10-07-PS080003.pdf (239.7 KB)
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| Item type | デフォルトアイテムタイプ_（フル）(1) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 公開日 | 2023-03-18 | |||||||||
| タイトル | ||||||||||
| タイトル | Portfolio Selection Problems with Normal Mixture Distributions Including Fuzziness | |||||||||
| 言語 | en | |||||||||
| 作成者 |
Hasuike, Takashi
× Hasuike, Takashi
× Ishii, Hiroaki
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| アクセス権 | ||||||||||
| アクセス権 | open access | |||||||||
| アクセス権URI | http://purl.org/coar/access_right/c_abf2 | |||||||||
| 権利情報 | ||||||||||
| 権利情報 | (c) Copyright by IEEE SMC Hiroshima Chapter. | |||||||||
| 主題 | ||||||||||
| 主題Scheme | NDC | |||||||||
| 主題 | 500 | |||||||||
| 内容記述 | ||||||||||
| 内容記述 | 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. | |||||||||
| 言語 | en | |||||||||
| 出版者 | ||||||||||
| 出版者 | IEEE SMC Hiroshima Chapter | |||||||||
| 言語 | ||||||||||
| 言語 | eng | |||||||||
| 資源タイプ | ||||||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_5794 | |||||||||
| 資源タイプ | conference paper | |||||||||
| 出版タイプ | ||||||||||
| 出版タイプ | VoR | |||||||||
| 出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||||||
| 収録物識別子 | ||||||||||
| 収録物識別子タイプ | ISSN | |||||||||
| 収録物識別子 | 1883-3977 | |||||||||
| 開始ページ | ||||||||||
| 開始ページ | 65 | |||||||||
| 書誌情報 |
Fourth International Workshop on Computational Intelligence & Applications Proceedings : IWCIA 2008 Fourth International Workshop on Computational Intelligence & Applications Proceedings : IWCIA 2008 p. 65-70, 発行日 2008-12 |
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| 旧ID | 25622 | |||||||||
