Stock portfolio selection hybridizing fuzzy base-criterion method and evidence theory in triangular fuzzy environment

DOI10.1007/s43069-022-00167-3zbMath1498.91378OpenAlexW4296963234MaRDI QIDQ2079294

Kiran Bisht, Arun Kumar

Publication date: 29 September 2022

Published in: SN Operations Research Forum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s43069-022-00167-3

zbMATH Keywords

stock selectiontriangular fuzzy numbersDempster-Shafer evidence theoryfuzzy base-criterion methodlong-short-term memory (LSTM)

Mathematics Subject Classification ID

Portfolio theory (91G10) Mathematical economics and fuzziness (91B86)

Uses Software

• IPSSIS

Cites Work

• Unnamed Item
• Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
• IPSSIS: an integrated multicriteria decision support system for equity portfolio construction and selection
• Pareto set approximation by the method of adjustable weights and successive lexicographic goal programming
• An MCDM approach to portfolio optimization.
• A multicriteria approach for analysis of conflicts in evidence theory
• Eigendecomposition of the Mean-Variance Portfolio Optimization Model
• Upper and Lower Probabilities Induced by a Multivalued Mapping

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