Fuzzy Filter: a method to solve a dynamic portfolio selection problem with preference incorporation.
Daniel Adalberto Martínez VegaLaura Cruz ReyesClaudia Gómez SantillánHéctor Joaquín Fraire HuacujaNelson Rangel-ValdezPublished in: Int. J. Comb. Optim. Probl. Informatics (2022)
Keyphrases
- high accuracy
- detection method
- fuzzy sets
- high precision
- objective function
- preprocessing
- significant improvement
- cost function
- dynamic programming
- feature set
- pairwise comparison
- neural network
- evaluation method
- fuzzy clustering
- segmentation method
- clustering method
- dynamic environments
- markov random field
- support vector machine