A systematic review on Fuzzy-based multi-objective linear programming methodologies: concepts, challenges and applications

P Gulia, R Kumar, W Viriyasitavat, AN Aledaily… - … Methods in Engineering, 2023 - Springer
This systematic review aims to evaluate the efficacy of fuzzy multi-objective optimization
techniques in supporting decision-making in financial portfolio management under …

Review of multi-criteria decision-making methods in finance using explainable artificial intelligence

J Černevičienė, A Kabašinskas - Frontiers in artificial intelligence, 2022 - frontiersin.org
The influence of Artificial Intelligence is growing, as is the need to make it as explainable as
possible. Explainability is one of the main obstacles that AI faces today on the way to more …

Genetic algorithm based model for optimizing bank lending decisions

N Metawa, MK Hassan, M Elhoseny - Expert Systems with Applications, 2017 - Elsevier
To avoid the complexity and time consumption of traditional statistical and mathematical
programming, intelligent techniques have gained great attention in different financial …

Portfolio selection: a fuzzy-ANP approach

M Rahiminezhad Galankashi, F Mokhatab Rafiei… - Financial Innovation, 2020 - Springer
This study developed specific criteria and a fuzzy analytic network process (FANP) to assess
and select portfolios on the Tehran Stock Exchange (TSE). Although the portfolio selection …

Multi-objective optimal power management and sizing of a reliable wind/PV microgrid with hydrogen energy storage using MOPSO

HR Baghaee, M Mirsalim… - Journal of Intelligent & …, 2017 - content.iospress.com
In this paper, a multi-objective algorithm is presented for optimal power management and
design of a hybrid Wind/Photovoltaic/generation system with hydrogen energy storage …

A novel approach to incorporate investor's preference in fuzzy multi-objective portfolio selection problem using credibility measure

H Jalota, PK Mandal, M Thakur, G Mittal - Expert Systems with Applications, 2023 - Elsevier
Investment decision making is usually a multi-objective optimization problem in an uncertain
environment. In a real-life scenario, an investor aims to choose a portfolio based on his/her …

MOPSO/FDMT‐based Pareto‐optimal solution for coordination of overcurrent relays in interconnected networks and multi‐DER microgrids

HR Baghaee, M Mirsalim… - IET generation …, 2018 - Wiley Online Library
The minimisation of discrimination time between main and backup overcurrent (OC) relays is
one of the most important issues in power system relays coordination. On account of the …

A parallel variable neighborhood search algorithm with quadratic programming for cardinality constrained portfolio optimization

MA Akbay, CB Kalayci, O Polat - Knowledge-Based Systems, 2020 - Elsevier
Over the years, portfolio optimization remains an important decision-making strategy for
investment. The most familiar and widely used approach in the field of portfolio optimization …

A comparative study of optimum risk portfolio and eigen portfolio on the Indian stock market

J Sen, S Mehtab - International Journal of Business …, 2021 - inderscienceonline.com
Designing an optimum portfolio that allocates weights to its constituent stocks in a way that
achieves the best trade-off between the return and the risk is a challenging research …

A Decentralized Robust Mixed Voltage Control Scheme to Improve Small/Large-Signal Stability and FRT Capability of Islanded Multi-DER Microgrid …

HR Baghaee, M Mirsalim… - IEEE Systems …, 2017 - ieeexplore.ieee.org
This paper presents a decentralized robust mixed control strategy for autonomous/islanded
multidistributed energy resources (multi-DER) voltage-sourced converter based microgrids …