A novel approach to incorporate investor's preference in fuzzy multi-objective portfolio selection problem using credibility measure.
Hemant JalotaPawan Kumar MandalManoj ThakurGarima MittalPublished in: Expert Syst. Appl. (2023)
Keyphrases
- multi objective
- multi criteria
- multiple criteria
- portfolio selection
- multi objective optimization
- multiple objectives
- objective function
- multiobjective optimization
- satisfaction degree
- optimization algorithm
- fuzzy sets
- fuzzy logic
- evolutionary algorithm
- similarity measure
- evolutionary optimization
- membership functions
- stock market
- multi attribute
- fuzzy set theory
- group decision making
- fuzzy measures
- fuzzy clustering
- neural network
- conflicting objectives
- information retrieval
- pareto optimal
- correlation coefficient
- genetic algorithm
- stock price
- fuzzy numbers
- multi objective evolutionary algorithms
- fuzzy rules
- distance measure
- multi objective evolutionary