THE SELECTION OF A PORTFOLIO THROUGH A FUZZY GENETIC ALGORITHM: THE POFUGENA MODEL

摘要: The selection of a portfolio encounters several extremely complex situations. From among them, it has to be highlighted, due its difficulty and transcendence, the Financial Assets when interrelations (positive and/or negative) occur expected profitabilities each one them. tools traditionally used have tried approach by simplifying reality and, therefore, obtained results are not fully satisfactory. This situation encouraged authors questioning whether better solutions can reached applying so called Intelligent Technologies. Thus, available is constituted Genetic Algorithms, utility offering optimization problems. Furthermore, using Fuzzy Sets Theory, we intend obtain closer representation for uncertainty that characterises Market. way, intended outline an solve problems in non-linear environment, Algorithm optimize investment profitability.