模糊环境下基于信息熵风险度量的投资组合模型

    Trust Mechanism Research of Software Development Team in Knowledge Management Perspective

    • 摘要: 研究了模糊环境下的投资组合模型,将证券的收益率描述为模糊变量,运用信息熵度量投资风险,分析了模糊熵度量模糊环境下的不确定性的优点,提出了模糊环境下基于信息熵风险度量的投资组合模型,设计了基于模糊模拟的混合智能算法对具有模糊收益的投资组合模型进行求解.

       

      Abstract: The return rates of securities are characterized as fuzzy variables rather than random variables. The fuzzy entropy, which is a measure of uncertainty is employed to measure the risk of investment. The portfolio selection model based on entropy risk measure is proposed in fuzzy environment. A hybrid intelligent algorithm based on fuzzy simulation is designed to solve the new optimization problem.

       

    /

    返回文章
    返回
    Baidu
    map