Influence Of Membership Function's Shape On Portfolio Optimization Results.
Aleksandra RutkowskaPublished in: J. Artif. Intell. Soft Comput. Res. (2016)
Keyphrases
- membership functions
- portfolio optimization
- fuzzy sets
- fuzzy rules
- fuzzy logic
- portfolio management
- portfolio selection
- fuzzy entropy
- fuzzy membership functions
- risk management
- robust optimization
- problems involving
- membership degree
- input variables
- factor analysis
- bi objective
- stock price
- optimization methods
- stock market
- information granulation
- neural network
- genetic programming
- linear programming
- rough sets
- multi objective
- knowledge base