Fuzzy portfolio selection using genetic algorithm

DOI10.1007/s00500-007-0157-zzbMath1147.91022OpenAlexW2049767487MaRDI QIDQ2466720

Mustafa Menekay, Rahib Hidayat Abiyev

Publication date: 16 January 2008

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-007-0157-z

zbMATH Keywords

genetic algorithmportfolio optimizationfuzzy portfolio selection

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Fuzzy logic; logic of vagueness (03B52) Approximation methods and heuristics in mathematical programming (90C59) Theory of fuzzy sets, etc. (03E72) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

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Cites Work

• Heuristic algorithms for the portfolio selection problem with minimum transaction lots
• Viability of infeasible portfolio selection problems: A fuzzy approach
• Portfolio selection based on upper and lower exponential possibility distributions
• Portfolio selection based on fuzzy probabilities and possibility distributions
• DESCRIPTION AND OPTIMIZATION OF FUZZY SYSTEMS
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