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A class of linear interval programming problems and its application to portfolio selection.
Kin Keung Lai
Shouyang Wang
Jiuping Xu
Shushang Zhu
Yong Fang
Published in:
IEEE Trans. Fuzzy Syst. (2002)
Keyphrases
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portfolio selection
problems involving
linear programming
decision making
genetic programming
benchmark problems
portfolio optimization
neural network
objective function
long term
non stationary
multiple objectives
robust optimization