Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: ABSTRACTSince the financial markets are complex, sometimes the future security returns are represented mainly based on experts’ estimations due to lack of historical data.  proposes a semivariance method for diversified portfolio selection, in which the security returns are given subjective to experts’ estimations and depicted as uncertain variables. In the paper, three properties of the semivariance of uncertain variables are verified. Based on the concept of semivariance of uncertain variables, two types of mean-semivariance diversified models for uncertain portfolio selection are proposed. Since the models are complex, a hybrid intelligent algorithm which is based on 99-method and genetic algorithm is designed to solve the models. In this hybrid intelligent algorithm, 99-method is applied to compute the expected value and semivariance of uncertain variables, and genetic algorithm is employed to seek the best allocation plan for portfolio selection. At last, several numerical examples are pres...
['Lin Chen', 'Jin Peng', 'Bo Zhang', 'Isnaini Rosyida']
I am writing a research paper on a idea Diversified models for portfolio selection based on uncertain semivariance
[{"from": "human", "value": "I am writing a research paper on a idea Diversified models for portfolio selection based on uncertain semivariance"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: ABSTRACTSince the financial markets are complex, sometimes the future security returns are represented mainly based on experts\u2019 estimations due to lack of historical data.  proposes a semivariance method for diversified portfolio selection, in which the security returns are given subjective to experts\u2019 estimations and depicted as uncertain variables. In the paper, three properties of the semivariance of uncertain variables are verified. Based on the concept of semivariance of uncertain variables, two types of mean-semivariance diversified models for uncertain portfolio selection are proposed. Since the models are complex, a hybrid intelligent algorithm which is based on 99-method and genetic algorithm is designed to solve the models. In this hybrid intelligent algorithm, 99-method is applied to compute the expected value and semivariance of uncertain variables, and genetic algorithm is employed to seek the best allocation plan for portfolio selection. At last, several numerical examples are pres..."}]