Portfolio compromise programming based on fuzzy time series

MaRDI QIDQ3571550zbMATH OpenFDO

Authors

Publication date 8 July 2010

zbMATH Keywords

compromise programmingtrapezoidal fuzzy numberfuzzy time seriessemi-absolute deviation function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70) Inference from stochastic processes and fuzziness (62M86)

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