A polynomial goal programming approach for intuitionistic fuzzy portfolio optimization using entropy and higher moments.
Pankaj GuptaMukesh Kumar MehlawatSanjay YadavArun KumarPublished in: Appl. Soft Comput. (2019)
Keyphrases
- multiple criteria decision making
- intuitionistic fuzzy
- portfolio optimization
- goal programming
- analytic hierarchy process
- fuzzy clustering
- mathematical programming
- robust optimization
- group decision making
- portfolio selection
- multiple objectives
- intuitionistic fuzzy sets
- multi criteria
- bi objective
- stock market
- risk management
- linear programming
- fuzzy numbers
- stock price
- fuzzy relations
- neural network
- genetic programming
- multi objective
- pattern recognition