Fuzzy portfolio diversification with ordered fuzzy numbers

DOI10.1007/978-3-319-59063-9_25MaRDI QIDQ5077561zbMATH OpenOpenAlexFDO

Authors T. Burczynski, Adam Marszałek

Publication date 18 May 2022

Published in Artificial Intelligence and Soft Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-59063-9_25

zbMATH Keywords

financial high-frequency datafuzzy portfolio diversificationfuzzy returnsKosinski's fuzzy numbermulti-objective optimizationordered fuzzy candlestickordered fuzzy number

Mathematics Subject Classification ID

Mathematical economics and fuzziness (91B86) Portfolio theory (91G10) Financial applications of other theories (91G80)

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