Multi-criteria fuzzy portfolio selection based on three-way decisions and cumulative prospect theory.
Xianhe WangBo WangTiantian LiHuaxiong LiJunzo WatadaPublished in: Appl. Soft Comput. (2023)
Keyphrases
- multi criteria
- decision analysis
- portfolio selection
- cumulative prospect theory
- decision makers
- decision making
- imprecise information
- fuzzy numbers
- multi attribute
- fuzzy logic
- multiple criteria
- group decision making
- multi objective
- financial markets
- decision support system
- multi criteria decision making
- utility function
- multiple objectives
- emergency response
- fuzzy sets
- decision model
- robust optimization
- genetic algorithm
- analytic hierarchy process
- objective function
- supply chain