Multiobjective Investment Policy for a Nonlinear Stochastic Financial System: A Fuzzy Approach.
Chien-Feng WuBor-Sen ChenWeihai ZhangPublished in: IEEE Trans. Fuzzy Syst. (2017)
Keyphrases
- multi objective
- decision making
- evolutionary algorithm
- fuzzy sets
- multiobjective optimization
- multi objective optimization
- multi criteria
- optimization algorithm
- pareto dominance
- bi objective
- fuzzy numbers
- portfolio optimization
- control policies
- portfolio management
- state dependent
- long run
- genetic algorithm
- membership functions
- particle swarm optimization
- objective function
- fuzzy logic
- variable structure
- banking industry
- multiple objectives
- cash flow
- fuzzy rules
- optimal policy
- control policy
- investment decisions
- multiobjective evolutionary algorithms
- financial institutions
- model free reinforcement learning
- real option
- multi objective evolutionary algorithms
- infinite horizon
- pareto optimal
- nsga ii
- return on investment
- conflicting objectives
- financial information
- fuzzy controller
- fuzzy clustering