A multi-period fuzzy portfolio optimization model with investors' loss aversion.
Xingyu YangJingui ChenWeilong LiuXuejin ZhaoPublished in: Soft Comput. (2023)
Keyphrases
- optimization model
- multi period
- portfolio management
- production planning
- optimization process
- facility location problem
- planning horizon
- routing problem
- fuzzy sets
- data envelopment analysis
- fuzzy logic
- lot sizing
- multi item
- decision making
- portfolio selection
- investment decisions
- total cost
- neural network
- multi criteria
- stock market
- facility location
- portfolio optimization
- supply chain
- fuzzy numbers
- cost function
- reinforcement learning