Abstract: This article discusses the optimization of portfolio stock selection using the Meta Goal Programming (MGP) model. The optimization problem of stock portfolio selection with the MGP model is solved by combining the weight of trust in each type of MGP and comparing it with the Goal Programming (GP) portfolio. The final result is in the form of the selection of five stocks which are designated as optimal portfolios. This new MGP portfolio produces a higher return value and a lower standard MGP portfolio deviation compared to the GP portfolio.Abstract: This article discusses the optimization of portfolio stock selection using the Meta Goal Programming (MGP) model. The optimization problem of stock portfolio selection with the MGP model is solved by combining the weight of trust in each type of MGP and comparing it with the Goal Programming (GP) portfolio. The final result is in the form of the sel...Show More
Abstract: This paper will discuss algebraic modification of trapezoidal fuzzy numbers with a general form of fully fuzzy numbers is with is n × n fuzzy matrix, fuzzy vector, and unknown fuzzy vector. The concept used in this paper is define positive or negative fuzzy numbers determined by the area on the left side of the x-axis and the right side of the x-axis. Furthermore, the concept will be applied to the multiplication of two fully fuzzy trapezoidal numbers to produce a new algebra that can be applied to a system of linear equations. At the end, an example of multiplication two fully fuzzy trapezoidal numbers using the Gauss-Jacobi method will be given. As a result compatible number will be obtained.