Multi-period portfolio optimization using coherent fuzzy numbers in a credibilistic environment
Author:
Publisher
Elsevier BV
Subject
Artificial Intelligence,Computer Science Applications,General Engineering
Reference44 articles.
1. A novel multi period mean-var portfolio optimization model considering practical constraints and transaction cost;Babazadeh;Journal of Computational and Applied Mathematics,2019
2. A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection;Bermúdez;Fuzzy Sets and Systems,2012
3. Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem;Chen;Physica A: Statistical Mechanics and its Applications,2015
4. A hybrid multiobjective bat algorithm for fuzzy portfolio optimization with real-world constraints;Chen;International Journal of Fuzzy Systems,2019
5. Simulated binary crossover for continuous search space;Deb;Complex Systems,1995
Cited by 33 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. An improved deep temporal convolutional network for new energy stock index prediction;Information Sciences;2024-11
2. Can multi-period auto-portfolio systems improve returns? Evidence from Chinese and U.S. stock markets;International Review of Financial Analysis;2024-10
3. A Fuzzy Rule-Based System for Portfolio Selection Using Technical Analysis;IEEE Transactions on Fuzzy Systems;2024-09
4. A Fuzzy Multi-Criteria Decision-Making for Optimizing Supply Chain Aggregate Production Planning based on Cost Reduction and Risk Mitigation;Journal of Open Innovation: Technology, Market, and Complexity;2024-09
5. The resolution of excess investment in Fuzzy portfolio selection using piecewise linear function;Applied Mathematics in Science and Engineering;2024-07-20
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