Fuzzy portfolio optimization. Advances in hybrid multi-criteria methodologies
DOI10.1007/978-3-642-54652-5zbMath1302.91002OpenAlexW2478866070MaRDI QIDQ398224
Suresh Chandra, Mukesh Kumar Mehlawat, Masahiro Inuiguchi, Pankaj Gupta
Publication date: 12 August 2014
Published in: Studies in Fuzziness and Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-54652-5
genetic algorithmsmultiple criteria decision makingportfolio optimizationfuzzy set theorysupport vector machinesinvestmentfuzzy optimizationfuzzy decision theorymax-minmean-variance portfolio optimization
Decision theory (91B06) Multi-objective and goal programming (90C29) Learning and adaptive systems in artificial intelligence (68T05) Approximation methods and heuristics in mathematical programming (90C59) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)
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