抄録
The objective of our research is to build a statistical test that can evaluate the sensitivity of a portfolio selection model with fuzzy data. The central point and radius are used to determine the portfolio selection model and we make a decision for the best return by a fuzzy statistical test. Empirical studies are presented to illustrate the risk of the portfolio selection model with interval values. We conclude that the evaluation by the fuzzy statistical test enables us to obtain a stable expected return and low risk investment with different choices based on the risk level k, which is taken for the risk level.
| 本文言語 | English |
|---|---|
| ホスト出版物のタイトル | 6th International Conference on Soft Computing and Intelligent Systems, and 13th International Symposium on Advanced Intelligence Systems, SCIS/ISIS 2012 |
| ページ | 1931-1937 |
| ページ数 | 7 |
| DOI | |
| 出版ステータス | Published - 2012 |
| イベント | 2012 Joint 6th International Conference on Soft Computing and Intelligent Systems, SCIS 2012 and 13th International Symposium on Advanced Intelligence Systems, ISIS 2012 - Kobe, Japan 継続期間: 2012 11月 20 → 2012 11月 24 |
Other
| Other | 2012 Joint 6th International Conference on Soft Computing and Intelligent Systems, SCIS 2012 and 13th International Symposium on Advanced Intelligence Systems, ISIS 2012 |
|---|---|
| 国/地域 | Japan |
| City | Kobe |
| Period | 12/11/20 → 12/11/24 |
ASJC Scopus subject areas
- 人工知能
- ソフトウェア