安顺学院学报2012，Vol.14Issue(1)：114-117,4.
动态环境模糊投资组合模型求解
Study of Fuzzy Portfolio Model Solving in Dynamic Environments
摘要
Abstract
A fuzzy portfolio model, based on the definition of fuzzy sets and fuzzy interval, is proposed in dynamic environments. The key of designing is： （1） the return rate of portfolio is defined by the interval fuzzy number; （2） the risk rate of portfolio is designed by the triangular fuzzy number. Final, we transform the fuzzy portfolio model in dynamic environment into mathematical programming model, and solving over immune optimization algorithm. In number experience, the fuzzy portfolio model is compared again the Lindo soft with the existing data, the results illustrate the effectiveness of fuzzy portfolio model and the application of the algorithm.关键词
动态环境/模糊投资组合/免疫优化算法/Lindo软件Key words
dynamic environments/fuzzy portfolio/immune optimization algorithm/Lindo sof分类
管理科学引用本文复制引用
钱淑渠,武慧虹..动态环境模糊投资组合模型求解[J].安顺学院学报,2012,14(1):114-117,4.基金项目
贵州省自然科学基金项目资助 （）
安顺学院青年基金项目资助（2011AQ05）. （）
