Stock Portfolio Optimization Using Pythagorean Fuzzy Numbers
Journal Title: Journal of Operational and Strategic Analytics - Year 2023, Vol 1, Issue 1
Abstract
Linear programming problems (LPP) have been widely used to address real-world problems, including the stock portfolio problem. In this study, an approach is proposed that incorporates Pythagorean fuzzy numbers (PFN) in the rate of risked return, portfolio risk amount, and expected return rate. The problem is transformed into a deterministic form using the scoring function, and a solution algorithm is being developed to provide portfolio investment choices. One of the key features of this study is the investor's ability to choose risk coefficients to increase expected returns and set their circumstances while determining their strategies. The optimum return rate is identified using the TORA program. An example is provided to demonstrate the efficiency and reliability of the method.
Authors and Affiliations
Salwa El-Morsy
Keywords
Related Articles
- EP ID EP731838
- DOI https://doi.org/10.56578/josa010102
- Views 68
- Downloads 0
Optimizing Earthquake Response with Fermatean Probabilistic Hesitant Fuzzy Sets: A Decision Support Framework
Reducing the devastating effects of earthquakes is the main objective of planning for earthquake response. The decision-making process is essential to this attempt. However, it is particularly difficult because of the in...
Strategic Placement of Nuclear Power Plants in Pakistan: A Complex Polytopic Fuzzy Model Approach with Confidence Level Assessment
Confidence sets provide a robust method for addressing the uncertainty inherent in the membership degrees of elements within fuzzy sets (FSs). These sets enhance the capability of FSs to manage imprecise or uncertain dat...
Stock Portfolio Optimization Using Pythagorean Fuzzy Numbers
Linear programming problems (LPP) have been widely used to address real-world problems, including the stock portfolio problem. In this study, an approach is proposed that incorporates Pythagorean fuzzy numbers (PFN) in t...
Investigation of IoT-Integrated Smart Homes
The growth of internet-connected services, known as the Internet of Things (IoT), has led to a proliferation of new applications. One such application is the smart home, where household appliances and devices can be remo...
Efficiency and Fiscal Performance of Indian States: An Empirical Analysis Using Network DEA
The purpose of this empirical study is to evaluate and explain the fiscal performance of Indian states from 2009-10 to 2014-15 using a network DEA approach. While previous research has compared India's fiscal and develop...