Keyword : Value-at-Risk


Portfolio Selection Models with Technical Analysis-Based Fuzzy Birandom Variables
You LI Bo WANG Junzo WATADA 
Publication:   IEICE TRANSACTIONS on Information and Systems
Publication Date: 2014/01/01
Vol. E97-D  No. 1 ; pp. 11-21
Type of Manuscript:  PAPER
Category: Fundamentals of Information Systems
Keyword: 
portfolio selectiontechnical analysisfuzzy birandom variableValue-at-Riskfuzzy birandom simulationparticle swarm optimization
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