Fuzzy stochastic price scenario based portfolio selection and its application to BSE using genetic algorithm.
Sanjay DuttaM. P. BiswalSrikumar AcharyaRajashree MishraPublished in: Appl. Soft Comput. (2018)
Keyphrases
- portfolio selection
- genetic algorithm
- fuzzy logic
- multistage stochastic
- portfolio optimization
- fuzzy sets
- fitness function
- multi objective
- financial markets
- optimal portfolio
- multiple objectives
- robust optimization
- monte carlo
- portfolio management
- artificial intelligence
- genetic programming
- software engineering
- transaction costs
- evolutionary algorithm
- non stationary
- tabu search
- fuzzy numbers
- simulated annealing
- decision making