Decision making of a portfolio selection model based on fuzzy statistic test.
Pei-Chun LinJunzo WatadaBerlin WuPublished in: SCIS&ISIS (2012)
Keyphrases
- portfolio selection
- decision making
- fuzzy logic
- multistage stochastic
- portfolio optimization
- group decision making
- portfolio management
- fuzzy sets
- financial markets
- artificial intelligence
- robust optimization
- decision makers
- fuzzy numbers
- transaction costs
- test statistic
- genetic algorithm
- optimal portfolio
- simulated annealing
- support vector