Multi-objective imprecise programming for financial portfolio selection with fuzzy returns-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Multi-objective imprecise programming for financial portfolio selection with fuzzy returns

Published:2019-12 Issue: Volume:138 Page:112810
ISSN:0957-4174
Container-title:Expert Systems with Applications
language:en
Short-container-title:Expert Systems with Applications

Author:

Mansour Nabil,Cherif Mohamed Sadok,Abdelfattah Walid

Funder

Deanship of Scientific Research at King Faisal University

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference67 articles.

1. An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown;Almahdi;Expert Systems with Applications,2017

2. Decision-maker's preferences modeling in the stochastic goal programming;Aouni;European Journal of Operational Research,2005

3. A cardinality constrained stochastic goal programming model with satisfaction function for venture capital investment decision making;Aouni;Annals of Operations Research,2013

4. A theory of possibilistic approach to the solution of a fuzzy linear programming;Arenas-Parra,1998

5. Solution of a possibilistic multi-objective linear programming problem;Arenas-Parra;European Journal of Operational Research,1999

Cited by 51 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. A novel behavioral penalty function for interval goal programming with post-optimality analysis;Decision Analytics Journal;2024-09

2. The limited role of sustainability in mutual fund investor decisions: A machine learning approach;Expert Systems with Applications;2024-08

3. TOPSIS Method Based on Intuitionistic Fuzzy Soft Set and Its Application to Diagnosis of Ovarian Cancer;International Journal of Computational Intelligence Systems;2024-06-24

4. Robust, extended goal programming with uncertainty sets: an application to a multi-objective portfolio selection problem leveraging DEA;Annals of Operations Research;2024-05-21

5. Portfolio Selection Models Considering Fuzzy Preference Relations of Decision Makers;IEEE Transactions on Systems, Man, and Cybernetics: Systems;2024-04

同舟云学术

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