Portfolio selection based on fuzzy probabilities and possibility distributions.
Hideo TanakaPeijun GuoI. Burhan TürksenPublished in: Fuzzy Sets Syst. (2000)
Keyphrases
- possibility distributions
- portfolio selection
- fuzzy sets
- von neumann
- possibility theory
- robust optimization
- probability distribution
- probability measures
- decision problems
- compact representations
- financial markets
- fuzzy set theory
- partial ordering
- multiple objectives
- fuzzy numbers
- rough sets
- belief state
- fuzzy logic
- decision model
- probability theory
- neural network
- knapsack problem
- incomplete information
- computational intelligence
- decision making