2019
DOI: 10.1515/phys-2019-0005
|View full text |Cite
|
Sign up to set email alerts
|

Discrete approximate iterative method for fuzzy investment portfolio based on transaction cost threshold constraint

Abstract: There are many non-probability factors affecting financial markets and the return on risk assets is fuzzy and uncertain. The authors propose new risk measurement methods to describe or measure the real investment risks. Currently many scholars are studying fuzzy asset portfolios. Based on previous research and in view of the threshold value constraint and entropy constraint of transaction costs and transaction volume, the multiple-period mean value -mean absolute deviation investment portfolio optimization mod… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
4
1

Citation Types

0
8
0

Year Published

2020
2020
2022
2022

Publication Types

Select...
10

Relationship

1
9

Authors

Journals

citations
Cited by 20 publications
(9 citation statements)
references
References 22 publications
(19 reference statements)
0
8
0
Order By: Relevance
“…Recently, the machine learning methods and artificial intelligence techniques have been developed for various applications, such as helicopter hydraulic FD problems, medical diagnosis systems, risk assessment applications, and so on [17][18][19][20]. These approaches have also been employed for FD problems in a few studies.…”
Section: Literature Reviewmentioning
confidence: 99%
“…Recently, the machine learning methods and artificial intelligence techniques have been developed for various applications, such as helicopter hydraulic FD problems, medical diagnosis systems, risk assessment applications, and so on [17][18][19][20]. These approaches have also been employed for FD problems in a few studies.…”
Section: Literature Reviewmentioning
confidence: 99%
“…In most of the aforementioned studies, the controller was designed on the basis of the Bergman model. To tackle the effects of an uncertain model, some fuzzy logic controllers (FLCs) have been developed [15,16]. In this class of controllers, fuzzy logic systems (FLSs) are often combined with the above-discussed controllers to estimate the uncertainties.…”
Section: Introductionmentioning
confidence: 99%
“…Thus, various techniques were applied to enhance the thermal conductivity of the TES [4]. These techniques include utilizing fins or extended surfaces [5][6][7][8][9], adapting the system body and structure [10], metal foam [11][12][13][14][15][16], heating and cooling channel [16][17][18][19], treating with high conducting particles [20,21], multiple-PCMs [22][23][24], nanoparticles [16,25], improving the convection heat transfer [26][27][28], and using the combinations of different methods [29][30][31][32]. Multi heat transfer fluid channels could be used to improve the free convection of the system, which is a similar effect on the weight and the cost of the entire system.…”
Section: Introductionmentioning
confidence: 99%