Analysis of optimum securities portfolio based on evidence theory
Zhu Hou-ren, Zhu Wei-dong, Cpc Anhui · Journal of Hefei University of Technology · 2005
A method for optimizing the securities portfolio based on evidence theory is presented,which builds the best investment rate and the maximum portfolio returns.According to evidences which have been possessed,the frame of discernment is constructed and the basic probability assignment obtained.The single point plausibility is obtained based on the point function.Then a satisfying rate is determined after renormalization,and the optimum portfolio obtained after various returns are compared.