Fuzzy portfolio selection using genetic algorithm
From MaRDI portal
Publication:2466720
DOI10.1007/s00500-007-0157-zzbMath1147.91022MaRDI QIDQ2466720
Rahib Hidayat Abiyev, Mustafa Menekay
Publication date: 16 January 2008
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-007-0157-z
91G70: Statistical methods; risk measures
03B52: Fuzzy logic; logic of vagueness
90C59: Approximation methods and heuristics in mathematical programming
03E72: Theory of fuzzy sets, etc.
90C70: Fuzzy and other nonstochastic uncertainty mathematical programming
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Heuristic algorithms for the portfolio selection problem with minimum transaction lots
- Viability of infeasible portfolio selection problems: A fuzzy approach
- Portfolio selection based on upper and lower exponential possibility distributions
- Portfolio selection based on fuzzy probabilities and possibility distributions
- DESCRIPTION AND OPTIMIZATION OF FUZZY SYSTEMS
- Fuzzy sets