Papers Submitted to WSEAS Conferences and WSEAS Journals: Wseas Transactions

Thursday 26 May 2011

Wseas Transactions

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The following information was submitted:

Transactions: WSEAS TRANSACTIONS ON CIRCUITS AND SYSTEMS
Transactions ID Number: 53-567
Full Name: Yarema Prykarpatsky
Position: Associate Professor
Age: ON
Sex: Male
Address: Institute of Mathematics of NAS of Ukraine, Tereshchenkivska str., 3, 016001, Kyiv, Ukraine
Country: UKRAINE
Tel:
Tel prefix:
Fax:
E-mail address: yarpry@gmail.com
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Title of the Paper: Evolution stability of stock market and associated fuzzy optimization of the investment portfolio
Authors as they appear in the Paper: Ivan Tverdokhlib, Myroslava Vovk, Bogdan Kyshakevych
Email addresses of all the authors: i_tverdok@mail.ru,vovk@litech.lviv.ua,bohdan.kysh@gmail.com
Number of paper pages: 12
Abstract: The evolution stability of the market mechanism of the management of the portfolio investment capital is investigated. The realistic Markov model of the management of the index of the priority investment on the base of the fuzzy mathematical programming is suggested and proved.
Keywords: Evolution stabilyty, Markov model, Fuzzy optimization, Investment portfolio, Stock market
EXTENSION of the file: .pdf
Special (Invited) Session: Fuzzy Systems and Applications
Organizer of the Session: Prof. Nikos E. Mastorakis, Technical University of Sofia, Bulgaria; Prof. Valeri Mladenov, Technical University of Sofia, Bulgaria
How Did you learn about congress: Financial mathematics
IP ADDRESS: 89.79.241.104

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