An intuitionistic fuzzy multi-objective goal programming approach to portfolio selection

GF Yu, DF Li, DC Liang, GX Li - International Journal of Information …, 2021 - World Scientific
Portfolio selection can be regarded as a type of multi-objective decision problem. However,
traditional solution methods rarely discussed the decision maker's nonsatisfaction and …

A multi-objective approach based on Markowitz and DEA cross-efficiency models for the intuitionistic fuzzy portfolio selection problem

M Rasoulzadeh, SA Edalatpanah… - … in management and …, 2022 - dmame-journal.org
Nowadays, the main concerns of investors are choosing the best portfolio in a way that the
highest possible return of investment can be achieved by accepting the least risk. In this …

A multi-objective sustainable financial portfolio selection approach under an intuitionistic fuzzy framework

S Yadav, A Kumar, MK Mehlawat, P Gupta… - Information Sciences, 2023 - Elsevier
In recent decades, sustainable investing has caught on with investors, and it has now
become the norm. In the age of start-ups, with scant information on the sustainability aspects …

A polynomial goal programming approach for intuitionistic fuzzy portfolio optimization using entropy and higher moments

P Gupta, MK Mehlawat, S Yadav, A Kumar - Applied Soft Computing, 2019 - Elsevier
Although there are myriad works that deal with fuzzy portfolio optimization, there is a dearth
of research that deals with the problem in an intuitionistic fuzzy environment. So, taking the …

Interval-valued intuitionistic fuzzy mathematical programming method for hybrid multi-criteria group decision making with interval-valued intuitionistic fuzzy truth …

S Wan, J Dong, S Wan, J Dong - … Making Theories and Methods Based on …, 2020 - Springer
As an important component of group decision making, the hybrid multi-criteria group
decision making (MCGDM) is very complex and interesting in real applications. The purpose …

A new method for Atanassov's interval-valued intuitionistic fuzzy MAGDM with incomplete attribute weight information

S Wan, J Dong, S Wan, J Dong - … making theories and methods based on …, 2020 - Springer
This chapter develops a new method for solving multiple attribute group decision-making
(MAGDM) problems with Atanassov's interval-valued intuitionistic fuzzy values (AIVIFVs) and …

An intuitionistic fuzzy goal programming approach for finding pareto-optimal solutions to multi-objective programming problems

J Razmi, E Jafarian, SH Amin - Expert Systems with Applications, 2016 - Elsevier
Multi-objective optimization in the intuitionistic fuzzy environment is the process of finding a
Pareto-optimal solution that simultaneously maximizes the degree of satisfaction and …

A three-phase method for group decision making with interval-valued intuitionistic fuzzy preference relations

S Wan, J Dong, S Wan, J Dong - … Making Theories and Methods Based on …, 2020 - Springer
Group decision making (GDM) with interval-valued intuitionistic fuzzy preference relations
(IVIFPRs) is a critical issue in decision analysis field. This chapter proposes a new method …

Interval-valued intuitionistic fuzzy multi-criteria decision-making approach based on prospect score function

J Wang, K Li, H Zhang - Knowledge-Based Systems, 2012 - Elsevier
This paper analyzes the limitations of existing score functions of intuitionistic fuzzy set. A
new score function is defined based on the prospect value function, and examples are given …

Multi-attribute decision making method considering the amount and reliability of intuitionistic fuzzy information

DF Li, HP Ren - Journal of Intelligent & Fuzzy Systems, 2015 - content.iospress.com
Imprecision and vagueness often occur in practical multi-attribute decision making (MADM)
problems. Intuitionistic fuzzy (IF) sets are flexible to simulate these situations. The aim of this …