Multiperiod Fuzzy Portfolio Selection Optimization Model Based on Possibility Theory.
Yong-Jun LiuWei-Guo ZhangPublished in: Int. J. Inf. Technol. Decis. Mak. (2018)
Keyphrases
- portfolio selection
- possibility theory
- robust optimization
- fuzzy set theory
- portfolio optimization
- fuzzy sets
- multiple objectives
- possibility distributions
- incomplete information
- stochastic programming
- financial markets
- fuzzy logic
- probability theory
- nonmonotonic reasoning
- mathematical programming
- fuzzy numbers
- belief functions
- conditional independence
- rough sets
- evolutionary algorithm
- neural network
- optimal portfolio
- investment decisions
- semidefinite programming
- lot sizing
- short term
- computational intelligence
- case based reasoning
- objective function
- artificial intelligence