Multiobjective Investment Policy for a Nonlinear Stochastic Financial System: A Fuzzy Approach.

Chien-Feng Wu Bor-Sen Chen Weihai Zhang

Published 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