Fuzzy portfolio selection with prospect consistency constraint based on possibility theory.
Xue DengChuangjie ChenPublished in: J. Intell. Fuzzy Syst. (2021)
Keyphrases
- portfolio selection
- possibility theory
- fuzzy set theory
- fuzzy sets
- possibility distributions
- fuzzy logic
- qualitative decision theory
- nonmonotonic reasoning
- probability theory
- incomplete information
- conditional independence
- financial markets
- multiple objectives
- rough set theory
- fuzzy numbers
- belief functions
- robust optimization
- belief revision
- rough sets
- optimal portfolio
- computational intelligence
- cooperative