The seminars in Mathematical Modeling and Analysis are aimed at researchers, employees, and students.
This week's seminar is given by Ezgi Türkarslan, Umeå University.
Title: An Investment Portfolio Optimization Approach Based on Fuzzy Logic
Abstract: The portfolio selection process is an optimization process that aims to ensure that an investor obtains maximum income by investing in multiple investment instruments with the same or different characteristics and, at the same time, risk balancing. Our work is a generalization of Markowitz's modern portfolio theory within the fuzzy logic framework, and this work aims to increase the sensitivity of the portfolio selection process. In this talk, the portfolio selection problem is solved according to investor profiles, and the results are compared with those of previous methods.
