Possibilistic data analysis and its application to portfolio selection problems
Peijun Guo, Hideo Tanaka. Osaka Prefecture University
- Fuzzy Economic Review: Volume III, number 2. November 1998
- DOI: 10.25102/fer.1998.02.01
In this paper, possibility distributions are identified from the given data and associated possibility grades for reflecting some specific knowledge. This method is used to obtain upper and lower possibility distributions from the given security data to reflect two extreme opinions in portfolio selection problems. Portfolio selection problems based on…Read more...