摘要
本文对基于信息熵的证券投资组合模型,根据模糊决策理论,在模糊环境下对模型进行求解,将投资者的主观意见反映在模糊情况的组合投资模型中,并通过实例,验证了该模型解法的可行性和有效性。
In this paper, the algorithm of the model for portfolio selection based on entropy is given according to the fuzzy decision- making theory. The investor＇ s subjective impact is reflected in the model of the fuzzy decision-making environment. In addition, the paper illustrates the feasibility and effectiveness of the algorithm with a practical example.
出处
《运筹与管理》
CSCD
2005年第6期126-129,共4页
Operations Research and Management Science
关键词
应用数学
模糊决策
熵
投资组合
隶属函数
applied mathematics
fuzzy decision
entropy
portfolio
membership function
