Estimation of fuzzy portfolio efficiency via an improved DEA approach.
Helu XiaoTiantian RenTeng RenPublished in: INFOR Inf. Syst. Oper. Res. (2020)
Keyphrases
- data envelopment analysis
- dea model
- dea models
- estimation accuracy
- fuzzy sets
- efficient frontier
- fuzzy logic
- computational efficiency
- neural network
- density estimation
- fuzzy set theory
- multi criteria
- fuzzy rules
- data sets
- estimation algorithm
- input output
- robust estimation
- linear programming
- accurate estimation
- np hard
- evolutionary algorithm
- goal programming
- computational complexity
- decision making
- learning algorithm
- fuzzy random variables