Multiobjective portfolio optimization using coherent fuzzy numbers in a credibilistic environment.
Mukesh Kumar MehlawatPankaj GuptaAhmad Zaman KhanPublished in: Int. J. Intell. Syst. (2021)
Keyphrases
- fuzzy numbers
- multi objective
- portfolio optimization
- bi objective
- evolutionary algorithm
- portfolio selection
- optimization algorithm
- multi objective optimization
- problems involving
- multiple objectives
- objective function
- risk management
- real numbers
- fuzzy sets
- efficient solutions
- portfolio management
- nsga ii
- linear programming
- expert systems
- stock price
- belief functions
- particle swarm optimization
- pareto optimal
- robust optimization
- optimal solution
- face recognition
- image processing
- computer vision