Fuzzy Portfolio Diversification with Ordered Fuzzy Numbers
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Publication:5077561
DOI10.1007/978-3-319-59063-9_25zbMath1489.91235MaRDI QIDQ5077561
Publication date: 18 May 2022
Published in: Artificial Intelligence and Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-59063-9_25
multi-objective optimization; ordered fuzzy number; fuzzy returns; financial high-frequency data; fuzzy portfolio diversification; Kosinski's fuzzy number; ordered fuzzy candlestick
91G80: Financial applications of other theories
91G10: Portfolio theory
91B86: Mathematical economics and fuzziness