Cross-entropy based multi-objective uncertain portfolio selection problem

DOI10.3233/JIFS-169212MaRDI QIDQ4598487zbMATH OpenOpenAlexFDO

Authors Mohuya B. Kar, Saibal Majumder, Tandra Pal, Samarjit Kar

Publication date 21 December 2017

Published in Journal of Intelligent & Fuzzy Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3233/jifs-169212

zbMATH Keywords

multi-objective genetic algorithmportfolio selectionuncertain multi-objective programminguncertain variables

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

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Cited in

(14)

• Portfolio selection based on fuzzy cross-entropy
• Uncertain programming models for multi-objective shortest path problem with uncertain parameters
• Elliptic entropy of uncertain random variables with application to portfolio selection
• Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
• Mean-entropy model of uncertain portfolio selection problem
• scientific article; zbMATH DE number 7404259 (Why is no real title available?)
• Uncertain portfolio selection with mental accounts
• Portfolio selection models based on Cross-entropy of uncertain variables
• Portfolio optimization using elliptic entropy and semi-entropy of coherent fuzzy numbers
• Uncertain portfolio selection with borrowing constraint and background risk
• Tsallis entropy of uncertain sets and its application to portfolio allocation
• Exponential entropy of uncertain sets and its applications to learning curve and portfolio optimization
• A new mean-variance-skewness model for portfolio optimization using three-part zigzag uncertain variable
• Uncertain multi-objective Chinese postman problem

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