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Analytical Reduction Method for New Type-2 Fuzzy Chance-Constrained Portfolio Selection Model.

Guang YangMei CaiJindong QinXinwang LiuXu Zhang
Published in: Int. J. Comput. Intell. Syst. (2021)
Keyphrases
  • reduction method
  • robust optimization
  • portfolio selection
  • chance constrained
  • selection algorithm
  • genetic algorithm
  • support vector
  • linear programming
  • theoretical framework
  • stochastic programming