A Class of Stochastic Programming Model in Investment Portfolio Based on Covering Rough Set

Table 1

Performance and relevance.

Stock code	Performance ()	Relevance ()
(1)	Good	2
(2)	Bad	1.6
(3)	Bad	1.2
(4)	Bad	1
(5)	Good	4
(6)	Bad	0.6
(7)	Good	0.2
(8)	Good	6
(9)	Good	5
(10)	Bad	6.2
(11)	Bad	7.8
(12)	Bad	4.4
(13)	Bad	3.8
(14)	Good	6.6
(15)	Bad	7
(16)	Good	7.4
(17)	Bad	1.8
(18)	Bad	3.6
(19)	Bad	5
(20)	Good	5.2