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العنوان
An artificial intelligence approach for investment decision making /
الناشر
Walaa Moshref Osman Mohamed ,
المؤلف
Walaa Moshref Osman Mohamed
هيئة الاعداد
باحث / Walaa Moshref Osman Mohamed
مشرف / Hegazy Zaher
مشرف / Naglaa Ragaa Saeid Hassan
مشرف / Hegazy Zaher
تاريخ النشر
2019
عدد الصفحات
108 Leaves :
اللغة
الإنجليزية
الدرجة
ماجستير
التخصص
Management Science and Operations Research
تاريخ الإجازة
21/8/2019
مكان الإجازة
جامعة القاهرة - المكتبة المركزية - Operations Research
الفهرس
Only 14 pages are availabe for public view

from 112

from 112

Abstract

In this thesis, a portfolio selection with an asset allocation management is applied on investment in fuzzy environment. Fuzzy Logic Control (FLC) is applied to real life problem to solve Client asset allocation problem (CAA) as Banking Advisory model with fuzzy returns.Asset allocation is well known to be one of the most influential determinants of portfolio risk and return. Key factors that help investors to determine their preferred asset allocation appropriate to the investor{u2019}s risk tolerance, time horizon and financial goals. The proposed client asset allocation model is based on Mamdani Fuzzy Inference System (MFIS). The proposed model can be used in case a client at a bank asked a help : how to invest portions of his investment in 3 asset classes saving account, investment certificate and investment fund. The suggested optimization model is based on maximizing the expected returns appropriate to client{u2019}s risk tolerance and time horizon. The proposed Client asset allocation model introduced through 2 studies to choose the optimal type and number of membership functions (MF). The first study investigates the effect of changing the number of membership function (MF) on the percentage of expected returns. The second study contains comparing different types of MF in all the variables as triangular and trapezoidal MF. The comparative study investigates the optimal number of rules. The proposed MFIS model succeeded in helping clients to allocate portions of their investment in the three asset classes through giving the highest expected return percentage