Fuzzy Neural Network for Fuzzy Quadratic Programming With Penalty Function and Mean‐Variance Markowitz Portfolio Model
Izaz Ullah Khan,
Muhammad Aamir,
Mehran Ullah
et al.
Abstract:This research tries to integrate fuzzy neural networks with penalty function to address the quadratic programming based on the mean‐variance Markowitz portfolio model. The fuzzy quadratic programming problem with penalty function consists of the lower, central, and upper models. The models utilize fuzzy neural networks to solve the models. The proposed method has been implemented on the six leading stocks in the Pakistan Stock Exchange. The approach identifies the ideal portfolios for potential investors in th… Show more
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