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Robust random fuzzy portfolio selection model with Arbitrage Pricing Theory using TS fuzzy reasoning method

Takashi Hasuike, Hideki Katagiri, Hiroshi Tsuda. Robust random fuzzy portfolio selection model with Arbitrage Pricing Theory using TS fuzzy reasoning method. In The 6th International Conference on Soft Computing and Intelligent Systems (SCIS), and The 13th International Symposium on Advanced Intelligence Systems (ISIS), Kobe, Japan, November 20-24, 2012. pages 995-1000, IEEE, 2012. [doi]

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Takashi Hasuike

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Hideki Katagiri

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Hiroshi Tsuda

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