TITLE

Development of Stock Portfolio Optimization Application Program Using Fuzzy Linear Programming

TYPE

Journal Article

Abstract

Investing in the stock area is one of the popular category of investment nowadays. To get the maximum profit in stock trading, user usually creates a portfolio. In this paper the author present the Fuzzy Linear Programming approach to optimize the stock proportion in the Markowitzs portfolio selection model. Computer based program with PHP programming language are made to facilitate and improve the accuracy in the calculation of the optimal allocation of the stock portfolio selection. The computer program are able to passively analyze 45 best stocks contained in the Indonesia Stock Exchange.

Citation

Sukandar A. R, Manik D. N. I and Purnomo F. (2014). Development of Stock Portfolio Optimization Application Program Using Fuzzy Linear Programming. Applied Mathematical Sciences, 8 (86), 4249-4259.

Keywords

Portfolio Theory, Stock, Fuzzy Linear Programming, Program Develop- ment, Optimization

Published On

Applied Mathematical Sciences

Author

Aga Rasyidi Sukandar

  • Drs. Ngarap Imanuel Manik
  • Fredy Purnomo

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