An integrated fuzzy-grey relational analysis approach to portfolio optimization.
Mukesh Kumar MehlawatPankaj GuptaAhmad Zaman KhanPublished in: Appl. Intell. (2023)
Keyphrases
- portfolio optimization
- grey relational analysis
- fuzzy entropy
- portfolio selection
- fuzzy sets
- portfolio management
- membership functions
- risk management
- problems involving
- stock market
- fuzzy rules
- factor analysis
- bi objective
- fuzzy logic
- robust optimization
- optimization methods
- stock price
- water quality
- artificial intelligence
- expert systems
- stock exchange