Review of fuzzy investment research considering modelling environment and element fusion
Reasonable investment strategies are of great importance for investors, companies, or even
countries. Therefore, many investment methods have been proposed to assist people with …
countries. Therefore, many investment methods have been proposed to assist people with …
Genetic algorithm-based multi-criteria project portfolio selection
Project portfolio selection is one of the most important decision-making problems for most
organizations in project management and engineering management. Usually project …
organizations in project management and engineering management. Usually project …
A review of credibilistic portfolio selection
X Huang - Fuzzy Optimization and Decision Making, 2009 - Springer
This paper reviews the credibilistic portfolio selection approaches which deal with fuzzy
portfolio selection problem based on credibility measure. The reason for choosing credibility …
portfolio selection problem based on credibility measure. The reason for choosing credibility …
[HTML][HTML] Portfolio selection based on fuzzy cross-entropy
In this paper, the Kapur cross-entropy minimization model for portfolio selection problem is
discussed under fuzzy environment, which minimizes the divergence of the fuzzy investment …
discussed under fuzzy environment, which minimizes the divergence of the fuzzy investment …
Forecasting the output of integrated circuit industry using genetic algorithm based multivariable grey optimization models
LC Hsu - Expert systems with applications, 2009 - Elsevier
Accurate and immediate forecast in the short product life cycle of semiconductor market is
difficult, but important. This paper proposed a grey model with factor analysis techniques to …
difficult, but important. This paper proposed a grey model with factor analysis techniques to …
A new approach to the bi-criteria multi-period fuzzy portfolio selection
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 …
the observation that the treating the variance as a measure of portfolio risk provides …
Multi-period mean–semivariance portfolio optimization based on uncertain measure
W Chen, D Li, S Lu, W Liu - Soft Computing, 2019 - Springer
In this paper, we discuss a multi-period portfolio selection problem when security returns are
given by experts' estimations. By considering the security returns as uncertain variables, we …
given by experts' estimations. By considering the security returns as uncertain variables, we …
Fuzzy multi-period portfolio selection model with discounted transaction costs
YJ Liu, WG Zhang, XJ Zhao - Soft Computing, 2018 - Springer
In this paper, we discuss a multi-period portfolio selection with discounted transaction costs
in a fuzzy uncertain investment environment, which has not been given much attention …
in a fuzzy uncertain investment environment, which has not been given much attention …
Optimization of high‐dimensional functions through hypercube evaluation
A novel learning algorithm for solving global numerical optimization problems is proposed.
The proposed learning algorithm is intense stochastic search method which is based on …
The proposed learning algorithm is intense stochastic search method which is based on …
Large-scale portfolio optimization using multiobjective dynamic mutli-swarm particle swarm optimizer
Portfolio optimization problems involve selection of different assets to invest so that the
investor is able to maximize the overall return and minimize the overall risk. The complexity …
investor is able to maximize the overall return and minimize the overall risk. The complexity …