Fuzzy Decision Theory Based Metaheuristic Portfolio Optimization and Active Rebalancing Using Interval Type-2 Fuzzy Sets.
G. A. Vijayalakshmi PaiPublished in: IEEE Trans. Fuzzy Syst. (2017)
Keyphrases
- metaheuristic
- decision theory
- portfolio optimization
- robust optimization
- interval type fuzzy sets
- fuzzy sets
- sugeno integral
- membership functions
- simulated annealing
- tabu search
- optimization problems
- ant colony optimization
- utility function
- optimization methods
- search space
- combinatorial optimization
- expected utility
- decision making
- combinatorial optimization problems
- problems involving
- optimization method
- portfolio selection
- optimal solution
- fuzzy logic
- decision theoretic
- portfolio management
- bi objective
- genetic algorithm
- vehicle routing problem
- fuzzy rules
- stock market
- game theory
- artificial intelligence
- theoretical framework
- risk management
- particle swarm optimization
- factor analysis
- feasible solution
- pattern recognition
- stock exchange
- rough sets
- probability distribution
- evolutionary algorithm
- machine learning
- expert systems
- artificial neural networks
- cost function
- decision makers
- optimization algorithm
- test problems
- data mining
- knapsack problem