【摘 要】
：
将直觉模糊集合的概念引入投资组合模型中,并将多目标投资组合模型中的收益、方差和偏度三个目标模糊化,用隶属函数与非隶属函数作为新的目标函数。针对该模糊多目标投资组合
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将直觉模糊集合的概念引入投资组合模型中,并将多目标投资组合模型中的收益、方差和偏度三个目标模糊化,用隶属函数与非隶属函数作为新的目标函数。针对该模糊多目标投资组合模型,提出了一个动态遗传算法,算例给出了该模型的一个实例的最优解。
The concept of intuitionistic fuzzy set is introduced into the portfolio model, and the three objectives of revenue, variance and skewness in the multi-objective portfolio model are fuzzified. The membership functions and non-subordinate functions are taken as the new objective function. Aiming at the fuzzy multi-objective portfolio model, a dynamic genetic algorithm is proposed. An example is given to give an optimal solution of the model.
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