摘要
证券价格的波动可视为动态模糊系统,利用模糊数的概念分析了证券价格的变化规律并定义了证券价格的期望值、投资收益率的期望值、预期风险系数,得到一个以熵和极小化风险为目标的证券投资数学模型.利用这些结果,为证券投资者的决策问题提供了一个新的解决途径.
We can regard the fluctuation of securities prices as a fuzzy system. In this paper, we make use of the concept of fuzzy number to analyze the laws of changes of securities prices and define these concepts： the expectation value of securities prices, the expectation value of rate of yield, the coefficients of expected risks. Besides, we get a multi-objective mathematic model of securities investment based on three objective functions of this model, that is, income, risk and entropy respectively. By using these results, the model supplies a new solving method for decision questions of securities investment.
出处
《宁夏师范学院学报》
2008年第6期76-79,共4页
Journal of Ningxia Normal University
基金
教育部重点基金资助项目(20816)
关键词
隶属函数
模糊数
熵
证券投资组合
Membership function
Fuzzy Number
Entropy
Portfolio function
