Fuzzy Portfolio Selection Including Cardinality Constraints and Integer Conditions.
Clara CalvoCarlos IvorraVicente LiernPublished in: J. Optim. Theory Appl. (2016)
Keyphrases
- portfolio selection
- cardinality constraints
- fuzzy sets
- functional dependencies
- fuzzy numbers
- integrity constraints
- entity relationship
- relational databases
- database schema
- multiple objectives
- optimal portfolio
- data mining
- robust optimization
- integer programming
- multi objective
- objective function
- database systems
- genetic algorithm