A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
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Cited in
(20)- Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences
- A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs
- Fuzzy portfolio selection using genetic algorithm
- Artificial intelligence evolved from random behaviour: departure from the state of the art
- Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach
- A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms
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- Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs
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- Validation of methods for ranking fuzzy numbers in decision making
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- Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips
- Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures
- Portfolio selection under higher moments using fuzzy multi-objective linear programming
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