Master'sOpen Access

Determination of portfolio analysis with fuzzy logic model

2020
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Advisor: Prof. Dr. Mehmet Tektaş

Abstract (EN)

Portfolio is a document of securities owned by an investor (such as stocks, bonds). Portfolio analysis is the interpretation of portfolio risk, customer preferences and profit rate as relative. Investors choose securities with little risk and plenty of variety. A securities with a high liquidity (cash-to-cash ratio) is the reason of choice for the investor. Such factors are involved in the analysis of the portfolio. Risk assessment of fuzzy logic, analysis of company stocks, portfolio selection in insurance, optimal use of credit assessment in banking have become a very popular method. Fuzzy logic approach emerges as a sub-branch of the studies of artificial intelligence. It appears as an alternative to the classical cluster membership and logic, which is based on Ancient Greek philosophies and which has developed from Aristotle to the present day. It is a relatively new field of science against its very old foundations and continues to evolve. The basis of fuzzy logic is based on fuzzy sets and subsets. It is observed that fuzzy logic approach has very wide application areas today. In our study, a model on portfolio selection with fuzzy logic method was established with the data obtained from Borsa İstanbul (BIST) and Hürriyet Big Para portfolio optimization was realized by planning an application example on it.

Author

Dr. Alper Şengün

How to Cite

Alper Şengün (Master Thesis). Determination of portfolio analysis with fuzzy logic model, 2020, Bandırma Onyedi Eylül University.

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