Pages that link to "Item:Q1927278"

The following pages link to Optimizing fuzzy portfolio selection problems by parametric quadratic programming (Q1927278):

Displaying 12 items.

• Optimizing fuzzy \( p\)-hub center problem with generalized value-at-risk criterion (Q1632000) (← links)
• Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion (Q1793803) (← links)
• Semideviations of reduced fuzzy variables: a possibility approach (Q1794446) (← links)
• A unit commitment-based fuzzy bilevel electricity trading model under load uncertainty (Q1794603) (← links)
• A neural network to solve quadratic programming problems with fuzzy parameters (Q1795031) (← links)
• A parametric Sharpe ratio optimization approach for fuzzy portfolio selection problem (Q1992962) (← links)
• Credibilistic multi-period portfolio optimization based on scenario tree (Q2148251) (← links)
• On product of positive \(L\)-\(R\) fuzzy numbers and its application to multi-period portfolio selection problems (Q2177756) (← links)
• A method to solve linear programming problem with interval type-2 fuzzy parameters (Q2272426) (← links)
• Optimal decisions for prepositioning emergency supplies problem with type-2 fuzzy variables (Q2398531) (← links)
• Modeling fuzzy data envelopment analysis under robust input and output data (Q4553892) (← links)
• A new quadratic deviation of fuzzy random variable and its application to portfolio optimization (Q5858195) (← links)