Fuzzy Dynamic Portfolio Selection Model Based on the Safety Standards of Credibility
Jinfeng Wang · Shuxue de shijian yu renshi · 2012
This paper studies the dynamic portfolio model in the fuzzy environment.It puts forward the safety criterion based on credibility measure through describing the security yield as fuzzy variable.The safety criterion of credibility reflects the investor's tolerance level of catastrophic events.The fuzzy dynamic portfolio model based on the safety standards of credibility is established.The hybrid intelligent algorithm based on the fuzzy simulation is designed to solve the established model.And in Visual C++ environment,it proves the efficiency and rationality of hybrid intelligent algorithm through solving the living examples by using C language.