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Avtomatika i Telemekhanika, 2011, Issue 8, Pages 136–150
(Mi at2262)
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This article is cited in 4 scientific papers (total in 4 papers)
Control in Social Economic Systems, Medicine, and Biology
Soft portfolio control
D. A. Molodtsov Dorodnicyn Computer Centre, Russian Academy of Sciences, Moscow, Russia
Abstract:
We propose a novel approach to financial portfolio control based on the theory of soft sets. We introduce a scenario extension of the class of strategies and give results of a numerical experiment.
Citation:
D. A. Molodtsov, “Soft portfolio control”, Avtomat. i Telemekh., 2011, no. 8, 136–150; Autom. Remote Control, 72:8 (2011), 1705–1717
Linking options:
https://www.mathnet.ru/eng/at2262 https://www.mathnet.ru/eng/at/y2011/i8/p136
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Statistics & downloads: |
Abstract page: | 415 | Full-text PDF : | 137 | References: | 54 | First page: | 25 |
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