Advertisement

Cluster Computing

, Volume 22, Supplement 2, pp 4349–4359 | Cite as

Theoretical and empirical research on investment behavior strategy based on fuzzy probability

  • Hui WangEmail author
  • Shengnan Liu
  • Ao Kong
Article
  • 72 Downloads

Abstract

Aiming at of “social” learning characteristics and relatively strong local searching ability of PSO, excellent performance of GSA on exploration ability and characteristics of skipping from local limit of CS for ergodicity and randomness, the Paper will integrate the three kinds of algorithms into a kind of new hybrid meta-heuristic algorithm (HMA) and apply it to solution of investment combination optimization under cardinality constrain and test result of standard test function shows that HMA has better optimization performance, higher searching precision and faster convergence speed compared with PSO and GSA; at the same time, empirical analysis also verifies that it is effective to solve CCPS by the algorithm and it will achieve better result compared with GA and PSO and will acquire solution with higher quality. Follow-up work of the Paper is to solve other non-smooth financial optimization problems by adopting the algorithm to acquire better and wider application.

Keywords

Fuzzy probability Cardinal number constraint Investment behavior Chaos searching Investment combination 

Notes

Acknowledgement

The National Natural Foundation of China under Grant No. 71501088.

References

  1. 1.
    Teoh, H.J., Cheng, C.H., Chu, H.H., et al.: Fuzzy time series model based on probabilistic approach and rough set rule induction for empirical research in stock markets. Data Knowl. Eng. 67(1), 103–117 (2008)Google Scholar
  2. 2.
    Joshi, B.P., Kumar, S.: Fuzzy time series model based on intuitionistic fuzzy sets for empirical research in stock market. Int. J. Appl. Evol. Comput. 3(4), 71–84 (2012)Google Scholar
  3. 3.
    Liu, J., Zhang, N.: Empirical research of intercity high-speed rail passengers’ travel behavior based on fuzzy clustering model. J. Transp. Syst. Eng. Inf. Technol. 12(6), 100–105 (2012)Google Scholar
  4. 4.
    Zhao, Y.: Fuzzy theory-based empirical research on evaluation of college students’ safety awareness. J. Liaoning Prov. Coll. Commun. (2011)Google Scholar
  5. 5.
    Zhang, Y.C., Shao, L., Gui, H.M.: Empirical research of supply chain coordination performance about assembly enterprise based on gray-fuzzy theory. Logist. Sci-Tech (2012)Google Scholar
  6. 6.
    Fu, L.P., Song, J.S., He, Y.J.: An empirical research of cultural industry competitiveness of Tianjin based on gray-fuzzy comprehensive assessment. In: IEEE, International Conference on Industrial Engineering and Engineering Management, pp. 2022–2027. IEEE (2011)Google Scholar
  7. 7.
    Cheng, S., Zhang, B.X., Management, S.O.: Empirical research on Guanggao ZGS product quality based on AHP and fuzzy comprehensive evaluation. Value Eng. (2014)Google Scholar
  8. 8.
    Su, S., Gao, S., Yu, S.: Empirical research on firm scale based on fuzzy neural network to listed companies of Chinese warehousing and transportation industry. In: IEEE Conference on Industrial Electronics and Applications, 2008 (Iciea 2008), pp. 1339–1342. IEEE (2008)Google Scholar
  9. 9.
    Zhang, Q., Zhu, X., Li, Q., et al.: Empirical study on evaluating value creation strategy performance based on GRA and fuzzy TOPSIS. In: Sixth International Conference on Fuzzy Systems and Knowledge Discovery, pp. 79–84. IEEE Computer Society (2009)Google Scholar
  10. 10.
    Pan, G.Q.: A Fuzzy-AHP-based evaluation model for operational risks of logistics enterprises and its empirical research. J. Zhejiang Univ. Technol. (2013)Google Scholar
  11. 11.
    Corporation, X.: Business process behavior conformance checking and diagnostic method and system based on theoretical and empirical process models built using probabilistic models and fuzzy logic (2015)Google Scholar

Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2018

Authors and Affiliations

  1. 1.School of FinanceNanjing University of Finance & EconomicsNanjingChina

Personalised recommendations