模糊随机环境下多阶段投资组合选择模型及决策研究

71001003
2010
G0114.金融工程
秦中峰
青年科学基金项目
教授
北京航空航天大学
18万元
模糊随机变量;投资组合;不确定规划;可信性理论;混合智能算法
2011-01-01到2013-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
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序号 标题 类型 作者
1 Mean-semivariance models for portfolio optimization problem with mixed uncertainty of fuzziness and randomness 期刊论文 Qin, Zhongfeng|Wang, David Z. W.|Li, Xiang|
2 Expected payoff of trading strategies involving European options for fuzzy financial market 期刊论文 Qin, Zhongfeng|Li, Xiang|
3 Mean semi-absolute deviation model for uncertain portfolio optimization problem 期刊论文 Liu, Yixuan|Qin, Zhongfeng|
4 Sensitivity and stability analysis in fuzzy data envelopment analysis 期刊论文 Wen, Meilin|Qin, Zhongfeng|Kang, Rui|
5 A fuzzy control system with application to production planning problems 期刊论文 Qin, Zhongfeng|Bai, Manying|Ralescu, Dan|
6 Mean-absolute deviation portfolio selection model with fuzzy returns 期刊论文 Qin, Zhongfeng|Wen, Meilin|Gu, Changchao|
7 An expected regret minimization portfolio selection model 期刊论文 Li, Xiang|Shou, Biying|Qin, Zhongfeng|
8 Entropy maximization model for the trip distribution problem with fuzzy and random parameters 期刊论文 Li, Xiang|Qin, Zhongfeng|Yang, Lixing|Li, Keping|
9 考虑违约情况下累积分红寿险的退保权定价模型 期刊论文 郑海涛|罗淇耀|秦中峰|任若恩|
10 A New Existence and Uniqueness Theorem for Fuzzy Differential Equations 期刊论文 Chen, Xiaowei|Qin, Zhongfeng|
11 Pricing and insolvency risk evaluating of embedded options in universal insurance considering mortality rate 期刊论文 Zheng, Haitao|Luo, Qiyao|Ren, Ruoen|Qin, Zhongfeng|
12 An Uncertain Control Model with Application to Production-Inventory System 会议论文 Yao, Kai|Qin, Zhongfeng|
13 Single-period inventory problem under uncertain environment 期刊论文 Qin, Zhongfeng|Kar, Samarjit|
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