A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
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Publication:423150
DOI10.1016/J.FSS.2011.05.013zbMATH Open1238.91142OpenAlexW1965024868MaRDI QIDQ423150FDOQ423150
Authors: J. D. Bermúdez, J. V. Segura, E. Vercher 
Publication date: 18 May 2012
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2011.05.013
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Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59) Numerical methods (including Monte Carlo methods) (91G60) Portfolio theory (91G10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)
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Cited In (20)
- An empirical study of multi-objective algorithms for stock ranking
- Portfolio selection under higher moments using fuzzy multi-objective linear programming
- Portfolio optimization based on downside risk: a mean-semivariance efficient frontier from Dow Jones blue chips
- A new bi-objective fuzzy portfolio selection model and its solution through evolutionary algorithms
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
- Forecasting portfolio returns using weighted fuzzy time series methods
- Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs
- Solving cardinality constrained mean-variance portfolio problems via MILP
- Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach
- A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs
- Artificial intelligence evolved from random behaviour: departure from the state of the art
- Fuzzy multi-objective portfolio model based on semi-variance--semi-absolute deviation risk measures
- Title not available (Why is that?)
- Validation of methods for ranking fuzzy numbers in decision making
- Exact and heuristic procedures for solving the fuzzy portfolio selection problem
- Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences
- Fuzzy portfolio selection using genetic algorithm
- Title not available (Why is that?)
- Optimal investment with a constraint on ruin for a fuzzy discrete-time insurance risk model
- A new method for ranking fuzzy numbers and its application to group decision making
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