Non-dominated sorting genetic algorithm-II for possibilistic mean-semiabsolute deviation-Yager entropy portfolio model with complex real-world constraints-Reference-Cited by-同舟云学术

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Non-dominated sorting genetic algorithm-II for possibilistic mean-semiabsolute deviation-Yager entropy portfolio model with complex real-world constraints

Published:2022-12 Issue: Volume:202 Page:59-78
ISSN:0378-4754
Container-title:Mathematics and Computers in Simulation
language:en
Short-container-title:Mathematics and Computers in Simulation

Author:

Deng Xue,Chen Jiaxing,Wang Xu,Geng Fengting

Funder

National Social Science Fund of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science

Reference43 articles.

1. Optimal portfolio diversification using the maximum entropy principle;Bera;Econometric Rev.,2008

2. On possibilistic mean and variance of fuzzy numbers;Carlsson;Fuzzy Sets and Systems,2001

3. Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem;Chen;Physica A,2015

4. A comprehensive model for fuzzy multi-objective portfolio selection based on DEA cross-efficiency model;Chen;Soft Comput.,2020

5. Fuzzy portfolio selection problem with different borrowing and lending rates;Chen;Math. Probl. Eng.,2011

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