انتخاب پرتفوی بهینه با استفاده از سیستم خبره در محیط فازی ممدانی

Fama, E. & Ferench, K. The Capital Asset Pricing Model: Theory and Evidence. Journal of Economic Perspectives 18. P:20. 2003

Maknickiene, N. Selection of orthogonal investment portfolio using Evolino RNN trading model. Social and Behavioral Sciences. (110) . 1158 – 1165. 2014.

Markowitz H. Portfolio selection; Journal of Finance: 77-91. 1952.

Strong، Robert A. Portfolio Construction, Management & Protection, 2d Edition، South-Western College، P .431. 2000.

Yunusoglu, G. & Selim, H. A fuzzy rule based expert system for stock evaluation and portfolio construction: An application to Istanbul Stock Exchange. Expert Systems with Applications. (40). 908-920. 2013.

Alvarz Grima, M.; Bruines, PA.; Verhoef, p. Modeling tunnel machine performance by neure-fuzzy methods. Tunnelling and underground space technology. Pp. 259-269. 2000.

Asmuni, H.. Fuzzy methodologies for automated university. Timetabling Solution Construction and Evaluation. Ph.D Thesis. University of Nottingham, UK. P. 71. 2009.

Baralis, E.; cagliero, L.; Garza, P. Planning stock portfolios by means of weighted frequent itemsets. Expert Systems with Applications Volume 86, 15 November, Pages 1-17. 2017

Chong, H.Y.; Yap, H.; Loong, Y. Fuzzy-based risk prioritization for a hydrogen refueling facility in Malaysia. Applied Physics & Engineering. (24) Pp. 565-573. 2013.

Fernández, A. & Gómez, S. Portfolio selection using neural networks. Computers & Operations Research 34 ,1177–1191. 2007

Gupta, P.; Inuiguchi, M. & Mehlawat, M. A hybrid approach for constructing suitable and potimal portfolios. Expert Systems with Applications, 38 (5): 5620., 908–920. 2013.

Karsak, E. Fuzzy multiple objective programming framework to prioritize decision requirements in prioritize function deployment. Computers quality function deployment, computers & industrial engineering (47), 149-163. 2004.

Levy,H; Levy, M. The benefits of differential variance- based constraints in portfolio optimization. European Journal of Operational Research, Volume 234, Issue 2, PP. 372-381. 2014

Rada, R. Expert systems and evolutionary computing for financial investing: A review. Expert Systems with Applications, 34(4), 2232–2240. 2008.

Reilly, F. & Brown, C Investment Analysis and Portfolio Management. Publisher: Cengage Learning; 10 edition. P. 840. 2011.

Xidonas, P. & Psarras, J. Equity portfolio management within the MCDM frame: A literature review. International Journal of Banking, Accounting and Finance, 1(3), 285–309. 2009.

Yunusoglu, G. & Selim, H. A fuzzy rule based expert system for stock evaluation and portfolio construction: An application to Istanbul Stock Exchange. Expert Systems with Applications. (40). 908-920. 2013.

Zhou, R., Yang, Z., Yu, M., Ralescu, D. A.,. A portfoliooptimization model based on informationentropy and fuzzy time series. Fuzzy Optimization and Decision Making, 14(4), 381-397. 2015

Zhang, WG. & Nic, ZK. On admissible efficient portfolio selection problem. Applied Mathematic and Computations. 159 (2): 357-371. 2004.

Mamdani, E.H. & Assilian, S. (1975). An Experiment in linguistic synthesis with a fuzzy logic controller. International Journal of Man-Machine Studies, 7, 1-13. 1975.

Ross, T.J. Fuzzy logic with engineering application john wiley & sons. 2005

Fama, E. & Ferench, K. The Capital Asset Pricing Model: Theory and Evidence. Journal of Economic Perspectives 18. P:20. 2003

Maknickiene, N. Selection of orthogonal investment portfolio using Evolino RNN trading model. Social and Behavioral Sciences. (110) . 1158 – 1165. 2014.

Markowitz H. Portfolio selection; Journal of Finance: 77-91. 1952.

Strong، Robert A. Portfolio Construction, Management & Protection, 2d Edition، South-Western College، P .431. 2000.

Yunusoglu, G. & Selim, H. A fuzzy rule based expert system for stock evaluation and portfolio construction: An application to Istanbul Stock Exchange. Expert Systems with Applications. (40). 908-920. 2013.

Alvarz Grima, M.; Bruines, PA.; Verhoef, p. Modeling tunnel machine performance by neure-fuzzy methods. Tunnelling and underground space technology. Pp. 259-269. 2000.

Asmuni, H.. Fuzzy methodologies for automated university. Timetabling Solution Construction and Evaluation. Ph.D Thesis. University of Nottingham, UK. P. 71. 2009.

Baralis, E.; cagliero, L.; Garza, P. Planning stock portfolios by means of weighted frequent itemsets. Expert Systems with Applications Volume 86, 15 November, Pages 1-17. 2017

Chong, H.Y.; Yap, H.; Loong, Y. Fuzzy-based risk prioritization for a hydrogen refueling facility in Malaysia. Applied Physics & Engineering. (24) Pp. 565-573. 2013.

Fernández, A. & Gómez, S. Portfolio selection using neural networks. Computers & Operations Research 34 ,1177–1191. 2007

Gupta, P.; Inuiguchi, M. & Mehlawat, M. A hybrid approach for constructing suitable and potimal portfolios. Expert Systems with Applications, 38 (5): 5620., 908–920. 2013.

Karsak, E. Fuzzy multiple objective programming framework to prioritize decision requirements in prioritize function deployment. Computers quality function deployment, computers & industrial engineering (47), 149-163. 2004.

Levy,H; Levy, M. The benefits of differential variance- based constraints in portfolio optimization. European Journal of Operational Research, Volume 234, Issue 2, PP. 372-381. 2014

Rada, R. Expert systems and evolutionary computing for financial investing: A review. Expert Systems with Applications, 34(4), 2232–2240. 2008.

Reilly, F. & Brown, C Investment Analysis and Portfolio Management. Publisher: Cengage Learning; 10 edition. P. 840. 2011.

Xidonas, P. & Psarras, J. Equity portfolio management within the MCDM frame: A literature review. International Journal of Banking, Accounting and Finance, 1(3), 285–309. 2009.

Yunusoglu, G. & Selim, H. A fuzzy rule based expert system for stock evaluation and portfolio construction: An application to Istanbul Stock Exchange. Expert Systems with Applications. (40). 908-920. 2013.

Zhou, R., Yang, Z., Yu, M., Ralescu, D. A.,. A portfoliooptimization model based on informationentropy and fuzzy time series. Fuzzy Optimization and Decision Making, 14(4), 381-397. 2015

Zhang, WG. & Nic, ZK. On admissible efficient portfolio selection problem. Applied Mathematic and Computations. 159 (2): 357-371. 2004.

Mamdani, E.H. & Assilian, S. (1975). An Experiment in linguistic synthesis with a fuzzy logic controller. International Journal of Man-Machine Studies, 7, 1-13. 1975.

Ross, T.J. Fuzzy logic with engineering application john wiley & sons. 2005