In several applications, a solution must be selected from a set of tradeoff alternatives for
operating in dynamic and noisy environments. In this paper, such multicriteria decision …

Portfolio management based on mean-variance portfolio optimization is subject to different
sources of uncertainty. In addition to those related to the quality of parameter estimates used …

Mean-variance portfolio optimization is subject to estimation errors for asset returns and
covariances. The search for robust solutions has been traditionally tackled using resampling …

In this chapter, we propose a model for portfolio construction using different length genetic
algorithm (GA)-based clustering of Indian stocks. First, stocks of different companies, chosen …

This paper presents the recent advances of the theory of anticipatory networks and its
applications in future-oriented decision-making. Anticipatory networks generalize earlier …

Anticipation in Multiple Criteria Decision-Making Under Uncertainty Page 1 Anticipation in
Multiple Criteria Decision-Making Under Uncertainty Carlos Renato Belo Azevedo Advisor …