A Hybrid Fuzzy-SCOOT Algorithm to Optimize Possibilistic Mean Semi-absolute Deviation Model for Optimal Portfolio Selection.
Jagdish Kumar PahadeManoj JhaPublished in: Int. J. Fuzzy Syst. (2022)
Keyphrases
- objective function
- dynamic programming
- cost function
- portfolio selection
- worst case
- optimal solution
- optimization algorithm
- optimal portfolio
- computational complexity
- np hard
- simulated annealing
- linear programming
- robust optimization
- search space
- long term
- special case
- genetic algorithm
- decision makers
- search procedure