Proceedings of the Fuzzy System Symposium
21st Fuzzy System Symposium
Session ID : 9D1-4
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9D1.
Formulation of Fuzzy Model for Allocation of Security
*. ShuwaronJunzo WatadaYoshiyuki Matsumoto
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Abstract

As the investment model, a chaos short-term forecasting model is used as a forecast technique of stock prices like the option model etc. based on the random walk model who it is a portfolio model who is the diversified investment model, and is the probabilistic model of stock prices, and various models are proposed. However, the debenture allocation model who is the model forecast from the macro data and the market data to judge the investment environment of the claim market price is proposed about the investment in bonds. Here, it proposes a fuzzy model by whom the point of the problem from the business is considered because the feature of the debenture allocation model is discussed.

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© 2005 Japan Society for Fuzzy Theory and Intelligent Informatics
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