Fuzzy portfolio selection using genetic algorithm

DOI10.1007/S00500-007-0157-ZMaRDI QIDQ2466720zbMATH OpenOpenAlexFDO

Authors Mustafa Menekay, Rahib H. Abiyev

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

zbMATH Keywords

fuzzy portfolio selectiongenetic algorithmportfolio optimization

Mathematics Subject Classification ID

Fuzzy logic; logic of vagueness (03B52) Theory of fuzzy sets, etc. (03E72) Approximation methods and heuristics in mathematical programming (90C59) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Statistical methods; risk measures (91G70)

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Cites work

• DESCRIPTION AND OPTIMIZATION OF FUZZY SYSTEMS
• Fuzzy sets
• Heuristic algorithms for the portfolio selection problem with minimum transaction lots
• scientific article; zbMATH DE number 1293544 (Why is no real title available?)
• scientific article; zbMATH DE number 194544 (Why is no real title available?)
• Portfolio selection based on fuzzy probabilities and possibility distributions
• Portfolio selection based on upper and lower exponential possibility distributions
• Viability of infeasible portfolio selection problems: A fuzzy approach

Cited in

(14)

• Portfolio selection based on fuzzy cross-entropy
• A review of credibilistic portfolio selection
• Fuzzy multi-period portfolio selection model with discounted transaction costs
• Genetic algorithm-based multi-criteria project portfolio selection
• A model for portfolio selection with order of expected returns.
• Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm
• A fuzzy logic algorithm for optimizing the investment decisions within companies
• A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms
• Multi-period mean-semivariance portfolio optimization based on uncertain measure
• Portfolio construction using argumentation and hybrid evolutionary forecasting algorithms
• A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
• scientific article; zbMATH DE number 6161625 (Why is no real title available?)
• Review of fuzzy investment research considering modelling environment and element fusion
• Fuzzy-Logic-Based Asset Allocation

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