Fuzzy portfolio selection using genetic algorithm

Author:

Abiyev Rahib H.,Menekay Mustafa

Publisher

Springer Science and Business Media LLC

Subject

Geometry and Topology,Theoretical Computer Science,Software

Reference14 articles.

1. Abiyev R, Menekay M (2003) Linear programming models for portfolio selection. In: 2nd International conference on softcomputing and computing with words in system analysis, decision and control. ICSCCW 2003. Dedicated to Prof. Zadeh, Antalya, September, pp 226–231

2. Goldberg DE (1989) Genetic algorithms in search, optimization, and machine learning. Addison-Wesley Publishing Company, Inc., New York

3. Konno H, Yamazaki H (1991) Mean-absolute deviation portfolio optimization model and its applications to Tokyo Stock Market. Manage Sci 37:519–531

4. Lai KK, Wang SY, Xu JP, Zhu SS, Fang Y (2002) A class of linear interval programming problems and its application to portfolio selection. IEEE Trans Fuzzy Syst 10(6):698–703

5. Leon T, Liern V, Vercher E (2002) Viability of infeasible portfolio selection problems: a fuzzy approach. Eur J Oper Res 139:178–189

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