Fuzzy Genetic System for Modelling Investment Portfolio.
Rahib Hidayat AbiyevMustafa MenekayPublished in: PRICAI (2006)
Keyphrases
- portfolio management
- decision making
- fuzzy sets
- fuzzy logic
- fuzzy random variables
- market data
- genetic algorithm
- fuzzy rules
- membership functions
- long run
- fuzzy set theory
- fuzzy information
- optimal portfolio
- fuzzy cognitive maps
- investment decisions
- portfolio optimization
- portfolio selection
- stochastic dominance
- fuzzy reasoning
- fuzzy clustering
- fuzzy systems
- fuzzy controller
- soft computing
- neural network
- investment strategies
- real option
- fuzzy classification
- fuzzy measures
- fuzzy neural network