Fuzzy rule-based expert system for multi assets portfolio optimization

DOI10.1007/978-981-19-9307-7_27MaRDI QIDQ6629126zbMATH OpenFDO

Authors Garima Bisht, Sanjay Kumar

Publication date 29 October 2024

Full work available at URL https://doi.org/10.1007/978-981-19-9307-7_27

zbMATH Keywords

fuzzy expert systemLagrange's multiplierMATLABtriangular and Gaussian membership function

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Cites work

• An experiment in linguistic synthesis with a fuzzy logic controller
• An interval-based evolutionary approach to portfolio optimization of new product development projects
• Fuzzy identification of systems and its applications to modeling and control
• Fuzzy sets
• Mean-risk model for uncertain portfolio selection
• On fuzzy portfolio selection problems
• On fuzzy portfolio selection problems: a parametric representation approach
• Portfolio selection problems with random fuzzy variable returns
• Portfolio selection with a new definition of risk
• Uncertain portfolio selection with borrowing constraint and background risk

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