Xiangrong Wang
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Research Subjects
Xiangrong Wang has a total of 2 co-authors. Here are the top co-authors by number of shared publications:
- Chun Yan
College of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao, China
2 shared publications - Yu Zhou
College of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao, China
2 shared publications
Latest Publications
- 13 September 2025
- Published by Elsevier in Chaos, Solitons & Fractals
- Vol. 201
Higher-order moment fuzzy portfolio selection model based on neural networks: Integrating behavioral finance and complex system analysis
- 13 September 2025
- Published by Elsevier in Chaos, Solitons & Fractals
- Vol. 201
Higher-order moment fuzzy portfolio selection model based on neural networks: Integrating behavioral finance and complex system analysis
- Open Access
Portfolio Model Considering Normal Uncertain Preference Relations of Investors
The paper examines the application of uncertainty theory to portfolio decision making, specifically focusing on constructing portfolio models based on uncertain preference relations. Firstly, we establish the theoretical foundation by introducing the theory of uncertainty, which includes uncertain measure and normal uncertain distribution. Then, building upon Markowitz portfolio theory, we propose an uncertain preference relation prioritization model with chance constraints and an additive consistency portfolio model to facilitate rational decision making in a complex and uncertain financial environment. Furthermore, empirical analysis validates our model’s feasibility, demonstrating its advantages in maximizing returns and minimizing risks.
Open AccessPortfolio Model Considering Normal Uncertain Preference Relations of Investors
The paper examines the application of uncertainty theory to portfolio decision making, specifically focusing on constructing portfolio models based on uncertain preference relations. Firstly, we establish the theoretical foundation by introducing the theory of uncertainty, which includes uncertain measure and normal uncertain distribution. Then, building upon Markowitz portfolio theory, we propose an uncertain preference relation prioritization model with chance constraints and an additive consistency portfolio model to facilitate rational decision making in a complex and uncertain financial environment. Furthermore, empirical analysis validates our model’s feasibility, demonstrating its advantages in maximizing returns and minimizing risks.