Comparison of the Performance of Genetic and Hunting Search Algorithms in Portfolio Optimization Using Mean-Variance Model Based on Fuzzy Logic in Tehran Stock Exchange
Asset return is associated with uncertainty and always occurs during unexpected fluctuations in economic, social and political conditions, and so forth. In return on assets such as stocks. Fuzzy logic can be one of the best options for modelling asset returns. For this purpose, a rule based fuzzy ex...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Securities Exchange
2021-02-01
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| Series: | فصلنامه بورس اوراق بهادار |
| Subjects: | |
| Online Access: | https://journal.seo.ir/article_11196_a819f985fed9b5d61f3ab2cc8d17b990.pdf |