Keyword : portfolio selection


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
 Summary | Full Text:PDF(365.3KB)

Risk Assessment of a Portfolio Selection Model Based on a Fuzzy Statistical Test
Pei-Chun LIN Junzo WATADA Berlin WU 
Publication:   IEICE TRANSACTIONS on Information and Systems
Publication Date: 2013/03/01
Vol. E96-D  No. 3 ; pp. 579-588
Type of Manuscript:  PAPER
Category: Fundamentals of Information Systems
Keyword: 
portfolio selectionoptimizationfuzzy probability distributionsfuzzy statisticsdata analysis
 Summary | Full Text:PDF(282.7KB)