Portfolio optimization strategy under fuzzy random environment with investor sentiment.

Wei Sun Weiguo Zhang Weijun Xu

Published in: ICNC (2015)

Keyphrases

optimization strategy
fuzzy random variables
optimization algorithm
stochastic dominance
sentiment analysis
portfolio selection
fuzzy logic
fuzzy sets
stock market
improved algorithm
sentiment classification
portfolio theory
investment decisions
iterative procedure
asset allocation
video sequences
d objects