A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
Author:
Publisher
Elsevier BV
Subject
Artificial Intelligence,Logic
Reference35 articles.
1. Portfolio selection;Markowitz;J. Finance,1952
2. Mean-absolute deviation portfolio optimization model and its applications to Tokyo Stock Market;Konno;Manage. Sci.,1991
3. Linear programming model for portfolio optimization;Speranza;Finance,1993
4. Decision-making in a fuzzy environment;Bellman;Manage. Sci.,1970
5. Possibilistic linear programming: a brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem;Inuiguchi;Fuzzy Set Syst.,2000
Cited by 71 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Utilizing Genetic Algorithms in Conjunction with ANN-Based Stock Valuation Models to Enhance the Optimization of Stock Investment Decisions;AI;2024-07-01
2. Bombay Stock Exchange Portfolio Ranking using Combined Compromise Solution (CoCoSo) Method;International Journal of Advanced Research in Science, Communication and Technology;2024-06-19
3. Multiple-factor optimistic value based model and parameter estimation for uncertain portfolio optimization;Expert Systems with Applications;2024-03
4. Higher-order moments in portfolio selection problems: A comprehensive literature review;Expert Systems with Applications;2024-03
5. Ranking fuzzy numbers using additive priority degrees;Expert Systems with Applications;2023-12
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3