An Application of Pentagonal Neutrosophic Linear Programming for Stock Portfolio Optimization

An Application of Pentagonal Neutrosophic Linear Programming for Stock Portfolio Optimization

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The Linear programming problems (LPP) have been widely applied to many real-world problems.In this study, a formulation of stock portfolio problem is proposed.The problem is formulated by involving neutrosophic pentagonal fuzzy numbers (NPFN) Should We Look for a Hero to Save Us from the Coronavirus? The Commons as an Alternative Trajectory for Social Change in the rate of risked return, expected return rate and portfolio risk amount.

Based on score function, the problem is transformed to its corresponding crisp form.A solution algorithm is investigated to provide the decision of the portfolio investment joined with investors in savings and securities.The main features of this study are: the investor can choose freely the risk coefficients to maximize the expected returns; also, the investors may determine their strategies under consideration of their own conditions.

The optimal return rate is obtained by using TORA software.An example is introduced to indicate Features of reproduction of the shrub vole Microtus majori Thomas, 1906 in natural conditions the efficiency and reliability of the technique.