Research on Fuzzy Portfolio Selection method based on Hierarchical Boltzmann Machine

股票投资方法的研究始于H. Markowits。但是，很难实现从市场中的所有股票中充分有效地选择一定数量的股票。本研究的目的是利用我们多年来研究的神经网络建立改进的模型，在本研究中取得的研究成果可以概括如下：1）通过连接Boltzmann机和Hopfield机，成功地有机地驱动了一个神经网络。该结果在国际期刊和国际会议上发表。2）为了解决在考虑先前投资模式的情况下的投资组合选择问题，我们提出了采用分层神经网络求解的方法。该算法的元控制层由Hopfield网络构成，用于选择合适的股票数量，底层由Boltzmann机构成，用于选择股票的最优股票数量 ...更多信息 有效地缩小了当前投资模式与以前投资模式之间的差异。该模型成功地得到了解。这一结果在国际会议上发表。3）它使我们能够预测股票的价格在下一个期限使用模糊混沌短期预测模型，研究者已经研究。在考虑市场交易单位的情况下，利用预测的股票价格可以求解股票投资组合问题。这一结果在国际会议上发表。4）它使我们能够解决的投资组合选择问题考虑一个交易单位之间的结合混沌方法和元控制玻尔兹曼机。5）将上述方法应用于解决农业生产管理、生产管理和项目管理以及投资组合选择问题。这一结果在国际期刊和国际会议上发表。少

The research on methods of investment of stocks starts from portfolio selection model proposed by H. Markowits. But it is difficult to realize sufficiently efficient selection of a certain number of stocks out of all stocks in the market. The objective of this research is to build the improved model using the neural network which we have been studied for years.The research results obtained in this granted research can be summarized as follows:1) We successed to organically drive a neural network by connecting between a Boltzmann machine and a Hopfield machine. This result was presented at international Journals and international conferences.2) In order to solve a portfolio selection problem under the consideration of the previous investing pattern, we developed the method to employ the hierarchical neural network in solving. The meta-controlled layer consisting of a Hopfield network is built in to select the appropriate number of stocks and the lower layer of a Boltzmann machine is emp … More loyed to effectively minimize the difference between the present investment pattern and the previous investment pattern. This model successfully obtained the solution. This result was presented at international conferences.3) It enables us to forecast the price of a stock at the next term using Fuzzy Chaotic Short-Term Forecasting Model which the head investigator have studied. The portfolio of stocks can be solved using the forecasted price under the consideration of dealing unit at the market. This result was presented at international conferences.4) It enables us to solve the portfolio selection problem considering a dealing unit by combining between the chaotic method and the meta-controlled Boltzmann machine. This result was presented at international conferences.5) The above-mentioned methods are applied to solve agricultural to management, production management and project management as well as to portfolio selection problems. This result was presented at international Journals and international conferences. Less