Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints.
Ameet Kumar BanerjeeH. K. PradhanAhmet SensoyFrank J. FabozziBiplab MahapatraPublished in: Ann. Oper. Res. (2024)
Keyphrases
- multi criteria
- portfolio optimization
- genetic algorithm
- fuzzy logic
- multi objective
- imprecise information
- fuzzy numbers
- robust optimization
- bi objective
- group decision making
- decision makers
- evolutionary algorithm
- problems involving
- multi attribute
- multi objective optimization
- decision making
- machine learning
- multiple objectives
- factor analysis
- stock market
- fuzzy sets
- objective function
- neural network
- optimization methods
- stock price
- optimization method
- optimization problems
- simulated annealing
- long term
- expert systems
- portfolio selection
- multi criteria decision making