A novel hybrid simplified group BWM and multi-criteria sorting approach for stock portfolio selection.
Mir Seyed Mohammad Mohsen EmamatMaghsoud AmiriMohammad Reza MehreganMohammad Taghi TaghavifardPublished in: Expert Syst. Appl. (2023)
Keyphrases
- multi criteria
- portfolio selection
- decision makers
- transaction costs
- financial markets
- imprecise information
- multi attribute
- stock market
- fuzzy logic
- robust optimization
- multi objective
- multi criteria optimization
- stock price
- group decision making
- decision making
- fuzzy numbers
- pattern recognition
- objective function
- real time
- evolutionary algorithm
- utility function
- supply chain
- query processing
- multiple objectives
- bayesian networks
- artificial intelligence