An indeterminacy economic environment includes uncertainty during adopting experts knowledge for the analysis of stock returns. The main goal in this paper is to discuss the problem of portfolio selection with uncertain environment; because, the experts alone has the ability to evaluate the security returns and not with the historical data. However, the uncertain variables considered have shown the stock returns. Uncertainty programming is used to formulate mean-variance skewness indicating the problem of portfolio selection in uncertain environment based on different decision criteria. At different conditions, some significant crisp equivalents are explained for the ease of solving models within the uncertainty theory framework. Furthermore, this paper has solved the new models included in general cases using a general method developed through designing a novel hybrid intelligent algorithm. Ultimately, the developed algorithm and models applications and performance was evidently proved using a numerical example.

在采用专家知识进行股票收益分析时，不确定的经济环境包括不确定性。本文的主要目的是讨论不确定环境下的投资组合选择问题。因为，仅专家就能评估安全性回报，而不能与历史数据一起评估。但是，所考虑的不确定变量已显示出库存收益。不确定性编程用于制定均值-方差偏度，该偏度表示基于不同决策标准的不确定环境中的投资组合选择问题。在不同条件下，为简化不确定性理论框架内的模型求解，解释了一些明显的等价等效项。此外，本文通过设计一种新颖的混合智能算法开发了一种通用方法，解决了一般情况下包含的新模型。最终，通过一个数值例子证明了所开发的算法和模型的应用以及性能。