Many real-life issues can be modeled as multi-criteria sorting problems. In this type of
problem, a set of options are assigned to predefined classes. This research aims to propose …

In the past, investors used their own or others' experiences to achieve their goals. With the
development of financial management, investors' choices became more scientific. They …

The purpose of the paper is to propose a hybrid approach for asset allocation with
simultaneous consideration of suitability and optimality. In this approach, recourse is taken …

Abstract Investment in Mutual Funds (MF) has generated increasing interest among the
investors over last few decades as it provides an opportunity for flexible and transparent …

This paper presents an integrated approach for portfolio selection in a multicriteria decision
making framework. Firstly, we use Support Vector Machines for classifying financial assets in …

The proposed approach to the bi-criteria multi-period fuzzy portfolio selection is based on
the observation that the treating the variance as a measure of portfolio risk provides …

In financial markets, investors attempt to maximize their profits within a constructed portfolio
with the aim of optimizing the tradeoffs between risk and return across the many stocks. This …

In recent years, multi-criteria sorting problems have become an interesting topic for
researchers working on multi-criteria decision-making. ELimination and Choice Expressing …

This paper presents a stock selection approach assisted by fuzzy procedures. In this
approach, stocks are classified into groups according to business types. Within each group …

The key issue for decision making in stock trading is selection of the right stock at the right
time. In order to select the superior stocks (alternatives) for investment, a finite number of …