Sensitivity validation of a fuzzy system for asset allocation

This paper shows how a fuzzy model for asset allocation can be validated. For this purpose, special instruments are developed that allow such testing for models developed for advisory and diagnostic tasks. The procedures and instruments are presented using the example of a fuzzy logic-based model, w...

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Bibliographic Details
Main Author: Reiner North
Format: Article
Language:English
Published: AIMS Press 2020-07-01
Series:AIMS Electronics and Electrical Engineering
Subjects:
Online Access:https://www.aimspress.com/article/10.3934/ElectrEng.2020.2.169/fulltext.html