Fuzzy cross-entropy, mean, variance, skewness models for portfolio selection.
Rupak BhattacharyyaSheikh A. HossainSamarjit KarPublished in: J. King Saud Univ. Comput. Inf. Sci. (2014)
Keyphrases
- portfolio selection
- cross entropy
- portfolio optimization
- probabilistic model
- financial markets
- robust optimization
- decision making
- multiple objectives
- fuzzy logic
- optimal portfolio
- fuzzy sets
- linear programming
- cost function
- multi objective
- evolutionary algorithm
- artificial neural networks
- genetic algorithm
- information retrieval
- neural network