A comparative study of fuzzy multi-objective investment project portfolio selection and optimization based on financial return and different risk measurements.
Navee ChiadamrongPisacha SuthamanondhPublished in: J. Intell. Fuzzy Syst. (2024)
Keyphrases
- portfolio selection
- portfolio management
- sharpe ratio
- multi objective
- multiple objectives
- portfolio optimization
- investment decisions
- optimization algorithm
- evolutionary algorithm
- bi objective
- multi objective optimization
- robust optimization
- optimal portfolio
- risk averse
- pareto optimal
- conflicting objectives
- particle swarm optimization
- optimization problems
- objective function
- transaction costs
- financial markets
- nsga ii
- investment strategies
- neural network
- multi objective evolutionary algorithms
- fuzzy numbers
- genetic algorithm
- stochastic programming
- artificial intelligence
- software projects
- optimization methods
- stock market
- differential evolution