Application of fuzzy logic in portfolio management: evidence from Iranian researches
Journal Title: Journal of Fuzzy Extension & Applications - Year 2020, Vol 1, Issue 2
Abstract
Over the past decades, financial researchers have proposed different methods in portfolio selection, so that, Markwotiz [1] introduced risk and return criteria for a portfolio selection. Since it is difficult how to select an adequate stock portfolio, fuzzy models have been able to help researchers by considering uncertainty. In this research, we surveyed a portfolio management by reviewing the relevant literature of fuzzy model in financial management. The results showed that a fuzzy model can to determine an optimal portfolio.
Authors and Affiliations
Meysam Kaviani, Seyed Fakhreddin, Fakhrehosseini
Keywords
Related Articles
- EP ID EP692651
- DOI 10.22105/JFEA.2020.249372.1012
- Views 122
- Downloads 0
K-algebras on quadripartitioned single valued neutrosophic sets
Abstract Quadripartitioned single valued neutrosophic (QSVN) set is a powerful structure where we have four components Truth-T, Falsity-F, Unknown-U and Contradiction-C. And also it generalizes the concept of fuzzy, init...
Fuzzy logic in accounting and auditing
Many areas of accounting have highly ambiguous due to undefined and inaccurate terms. Many ambiguities are generated by the human mind. In the field of accounting, these ambiguities lead to the creation of uncertain info...
Efficiency study with undesirable inputs and outputs in DEA
Data Envelopment Analysis (DEA) is one of the well-known methods for calculating efficiency, determining efficient boundaries and evaluating efficiency that is used in specific input and output conditions. Traditional mo...
Interval type-2 fuzzy logic system for remote vital signs monitoring and shock level prediction
Interval Type-2 Fuzzy Logic Systems (IT2 FLSs) have shown popularity, superiority, and more accuracy in performance in a number of applications in the last decade. This is due to its ability to cope with uncertainty and...
Application of fuzzy logic in portfolio management: evidence from Iranian researches
Over the past decades, financial researchers have proposed different methods in portfolio selection, so that, Markwotiz [1] introduced risk and return criteria for a portfolio selection. Since it is difficult how to sele...