A fuzzy robust programming approach to multi-objective portfolio optimisation problem under uncertainty.
Hossein KhanjarpanahMir Saman PishvaeePublished in: Int. J. Math. Oper. Res. (2018)
Keyphrases
- multi objective
- multi objective optimisation
- robust optimization
- genetic algorithm
- multi objective evolutionary
- multi objective optimization
- optimization algorithm
- evolutionary algorithm
- fuzzy information
- fuzzy sets
- pareto optimal
- multi criteria
- nsga ii
- portfolio selection
- portfolio optimization
- conflicting objectives
- fuzzy systems
- fuzzy controller
- fuzzy logic
- programming language
- group decision making
- imprecise data
- multi objective optimization problems
- multi objective evolutionary algorithms
- neural network
- multiobjective optimization
- uncertain data
- fuzzy rules
- fuzzy measures
- programming environment
- computer programming
- belief functions
- multiple objectives
- computationally efficient
- bayesian networks
- particle swarm optimization