Research Article
An Incremental-Hybrid-Yager’s Entropy Model for Dynamic Portfolio Selection with Fuzzy Variable
Table 1
The expectation rate and the right/left widths of 8 stocks under different states (%).
| No. | Stock 1 | Stock 2 | Stock 3 | Stock 4 | Stock 5 | Stock 6 | Stock 7 | Stock 8 |
| | | 0.33 | 0.91 | 0.19 | 0.42 | 0.2 | 0.32 | 1.66 | 2.14 | State 1 | | 0.12 | 0.19 | 0.10 | 0.06 | 0.35 | 0.01 | 0.26 | 0.14 | | | 0.19 | 0.27 | 0.17 | 0.12 | 0.09 | 0.28 | 0.24 | 0.26 |
| | | 0.89 | 0.38 | -0.011 | 0.01 | 0.10 | 0.40 | 0.17 | 1.80 | State 2 | | 0.17 | 0.05 | 0.14 | 0.09 | 0.06 | -0.01 | 0.14 | 0.32 | | | 0.21 | 0.14 | 0.23 | 0.11 | 0.18 | 0.77 | 0.17 | 0.27 |
| | | 3.12 | 2.58 | 2.15 | -0.89 | 0.24 | -0.20 | 1.05 | 0.58 | State 3 | | 0.19 | 0.09 | 0.14 | 0.06 | 0.02 | 0.17 | 0.19 | 0.42 | | | 0.61 | 0.51 | 0.26 | 0.12 | 0.55 | 0.23 | 0.19 | 0.81 |
| | | 3.32 | 0.98 | 1.17 | 0.82 | 0.21 | 2.44 | 1.18 | -0.30 | State 4 | | 0.29 | 0.25 | 0.14 | 0.06 | 0.14 | 0.08 | 0.24 | 0.77 | | | 0.61 | 0.35 | 0.23 | 0.12 | 0.49 | 0.33 | 0.60 | 0.95 |
| | | 3.61 | 2.41 | 0.60 | 0.67 | 0.35 | 0.03 | 0.45 | 1.10 | State 5 | | 0.10 | 0.09 | 0.21 | 0.08 | 0.06 | 0.22 | 0.38 | 0.21 | | | 0.30 | 0.51 | 0.27 | 0.19 | 0.76 | 0.56 | 0.61 | 0.45 |
| | | 2.87 | 1.89 | 0.57 | 0.42 | 1.10 | 0.23 | -0.20 | 1.70 | State 6 | | 0.21 | 0.17 | 0.21 | 0.09 | 0.32 | 0.19 | 0.07 | 0.32 | | | 0.31 | 0.53 | 0.32 | 0.17 | 0.68 | 0.33 | 0.30 | 0.27 |
| | | 1.71 | 1.29 | 0.14 | 0.41 | 0.89 | 3.19 | 2.21 | -0.47 | State 7 | | 0.09 | 0.19 | 0.02 | 0.09 | 0.21 | 0.07 | 0.27 | 0.25 | | | 0.21 | 0.71 | 0.09 | 0.19 | 0.42 | 0.56 | 0.68 | 0.44 |
| | | 0.28 | 1.30 | 0.47 | -0.35 | -0.03 | 0.17 | 0.22 | 0.91 | State 8 | | 0.04 | 0.18 | 0.15 | 0.11 | 0.27 | 0.19 | 0.29 | 0.21 | | | 0.18 | 0.67 | 0.15 | 0.17 | 0.52 | 0.22 | 0.47 | 0.99 |
| | | 0.71 | 1.40 | 0.31 | -0.47 | -0.02 | 1.21 | 1.45 | 0.20 | State 9 | | 0.11 | 0.11 | 0.10 | 0.21 | 0.29 | 0.14 | 0.49 | 0.11 | | | 0.19 | 0.39 | 0.17 | 0.25 | 0.34 | 0.44 | 0.32 | 0.35 |
| | | 1.49 | 1.29 | 0.28 | -0.68 | -0.01 | 2.11 | 0.90 | 0.30 | State 10 | | 0.08 | 0.10 | 0.11 | 0.16 | 0.21 | 0.11 | 0.66 | 0.27 | | | 0.22 | 0.39 | 0.24 | 0.21 | 0.75 | 0.38 | 0.34 | 0.56 |
|
|