[PDF][PDF] Behavioral Finance biases: A Comprehensive Review on regret approach studies in portfolio optimization

AML Fooeik, H Ghanbari, SJ Sadjadi… - … journal of industrial …, 2024 - researchgate.net
In the ever-evolving realm of finance, investors have a myriad of strategies at their disposal
to effectively and cleverly allocate their wealth in the expansive financial market. Among …

An uncertainty-based structural design and optimization method with interval Taylor expansion

D Meng, Z Hu, J Guo, Z Lv, T Xie, Z Wang - Structures, 2021 - Elsevier
There are uncertain factors affecting structural performance in actual engineering. The
uncertainty-based design and optimization (UBDO) is an effective strategy to deal with these …

Efficient solutions for vector optimization problem on an extended interval vector space and its application to portfolio optimization

BRB Sahu, AK Bhurjee, P Kumar - Expert Systems with Applications, 2024 - Elsevier
In this paper, a generalized interval vector space is investigated and defined as an ordered
relation in the form of a bijective linear transformation of its onto a real vector space. The …

[HTML][HTML] Multiobjective optimization under uncertainty: A multiobjective robust (relative) regret approach

P Groetzner, R Werner - European Journal of Operational Research, 2022 - Elsevier
Consider a multiobjective decision problem with uncertainty in the objective functions, given
as a set of scenarios. In the single-criterion case, robust optimization methodology helps to …

A new method for solving fuzzy multi-objective linear programming problems

J Dong, S Wan - Iranian journal of fuzzy systems, 2019 - ijfs.usb.ac.ir
The purpose of this paper is to develop a new two-stage method for fuzzy multi-objective
linear program and apply to engineering project portfolio selection. In the fuzzy multi …

Direct optimization of uncertain structures based on degree of interval constraint violation

J Cheng, Z Liu, Z Wu, M Tang, J Tan - Computers & Structures, 2016 - Elsevier
A constrained interval optimization model is proposed for the optimization of uncertain
structures with their mechanical performance indices described as the objective and …

An ensemble framework for assessing solutions of interval programming problems

J Sun, D Gong, X Zeng, N Geng - Information Sciences, 2018 - Elsevier
Interval programming is a commonly used technique in real-world situations. Its related
theories and methods have been widely researched. There are a variety of approaches for …

A multiobjective interval programming model to explore the trade-offs among different aspects of job satisfaction under different scenarios

CO Henriques, M Luque… - Socio-Economic …, 2019 - Elsevier
The need for greater concern about job quality/satisfaction seems clear, due to its potential
link with workers' productivity, to the extent it affects employees' quitting behaviour …

Risk-sensitive planning support for forest enterprises: the YAFO model

F Härtl, A Hahn, T Knoke - Computers and Electronics in Agriculture, 2013 - Elsevier
YAFO is a planning-support tool for the development of management plans under
uncertainty focusing on the forest enterprise level. Based on existing stand data, the …

Solution of nonlinear interval vector optimization problem

M Jana, G Panda - Operational Research, 2014 - Springer
In this paper a vector optimization problem is studied in uncertain environment. The
objective functions and constraints of this problem are interval valued functions. Preferable …