Profitable portfolio using fermatean fuzzy numbers
Stock portfolio problems are one of the most relevant real-world problems. In this study, we discuss the portfolio's risk amount, rate of risk-return, and expected return rate under a Fermatean fuzzy environment. A linear programming problem is used to formulate a Fermatean fuzzy portfolio. The...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Ayandegan Institute of Higher Education,
2024-03-01
|
| Series: | Journal of Fuzzy Extension and Applications |
| Subjects: | |
| Online Access: | https://www.journal-fea.com/article_189962_b847dce0925c9a90902b1d5de2136d2c.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1832577806464188416 |
|---|---|
| author | Amal Adak Manish Gunjan |
| author_facet | Amal Adak Manish Gunjan |
| author_sort | Amal Adak |
| collection | DOAJ |
| description | Stock portfolio problems are one of the most relevant real-world problems. In this study, we discuss the portfolio's risk amount, rate of risk-return, and expected return rate under a Fermatean fuzzy environment. A linear programming problem is used to formulate a Fermatean fuzzy portfolio. The Fermatean fuzzy portfolio is converted to a deterministic form using the score function. Lingo software is used to solve these deterministic portfolio problems. The main feature of this model is that investors can select a risk coefficient to enhance predicted returns and customize their strategies according to their circumstances. An example is offered that illustrates the effectiveness and dependability of the proposed approach. |
| format | Article |
| id | doaj-art-44178680aacd407f8c06f4c728f03aae |
| institution | Kabale University |
| issn | 2783-1442 2717-3453 |
| language | English |
| publishDate | 2024-03-01 |
| publisher | Ayandegan Institute of Higher Education, |
| record_format | Article |
| series | Journal of Fuzzy Extension and Applications |
| spelling | doaj-art-44178680aacd407f8c06f4c728f03aae2025-01-30T15:07:00ZengAyandegan Institute of Higher Education,Journal of Fuzzy Extension and Applications2783-14422717-34532024-03-0151606810.22105/jfea.2024.428028.1338189962Profitable portfolio using fermatean fuzzy numbersAmal Adak0Manish Gunjan1Department of Mathematics, Ganesh Dutt College, Begusarai, India.Department of Mathematics, Lalit Narayan Mithila University, Darbhanga, India.Stock portfolio problems are one of the most relevant real-world problems. In this study, we discuss the portfolio's risk amount, rate of risk-return, and expected return rate under a Fermatean fuzzy environment. A linear programming problem is used to formulate a Fermatean fuzzy portfolio. The Fermatean fuzzy portfolio is converted to a deterministic form using the score function. Lingo software is used to solve these deterministic portfolio problems. The main feature of this model is that investors can select a risk coefficient to enhance predicted returns and customize their strategies according to their circumstances. An example is offered that illustrates the effectiveness and dependability of the proposed approach.https://www.journal-fea.com/article_189962_b847dce0925c9a90902b1d5de2136d2c.pdfportfolio problemsfermatean fuzzy setsscore functionoptimization problem |
| spellingShingle | Amal Adak Manish Gunjan Profitable portfolio using fermatean fuzzy numbers Journal of Fuzzy Extension and Applications portfolio problems fermatean fuzzy sets score function optimization problem |
| title | Profitable portfolio using fermatean fuzzy numbers |
| title_full | Profitable portfolio using fermatean fuzzy numbers |
| title_fullStr | Profitable portfolio using fermatean fuzzy numbers |
| title_full_unstemmed | Profitable portfolio using fermatean fuzzy numbers |
| title_short | Profitable portfolio using fermatean fuzzy numbers |
| title_sort | profitable portfolio using fermatean fuzzy numbers |
| topic | portfolio problems fermatean fuzzy sets score function optimization problem |
| url | https://www.journal-fea.com/article_189962_b847dce0925c9a90902b1d5de2136d2c.pdf |
| work_keys_str_mv | AT amaladak profitableportfoliousingfermateanfuzzynumbers AT manishgunjan profitableportfoliousingfermateanfuzzynumbers |