Zaychenko Y., Sydoruk I.

The problem of forming an optimal investment portfolio is considered in this article. The main objective of portfolio investment is to improve the investment environment, giving securities such investment characteristics that are only possible in their combination. Fuzzy sets method was concidered (direct and multicriterion problem). The input data for the optimization system were predicted by using the Fuzzy Group Method of Data Handling (FGMDH). The optimal portfolios for asset were determined. Developed investment portfolio optimization system is an effective tool for the operational management of portfolio investments.

Full text (pdf)