A Credibilistic Fuzzy DEA Approach for Portfolio Efficiency Evaluation and Rebalancing Toward Benchmark Portfolios Using Positive and Negative Returns.
Pankaj GuptaMukesh Kumar MehlawatArun KumarSanjay YadavAbha AggarwalPublished in: Int. J. Fuzzy Syst. (2020)
Keyphrases
- positive and negative
- positive or negative
- decision rules
- positive examples
- portfolio selection
- data envelopment analysis
- fuzzy logic
- dea model
- portfolio optimization
- transaction costs
- fuzzy sets
- decision making
- neural network
- feature extraction
- training instances
- artificial intelligence
- fuzzy random variables
- positive data
- multi criteria
- fuzzy numbers
- search tree
- fuzzy rules
- multi class
- expert systems