A Simple View on the Interval and Fuzzy Portfolio Selection Problems.

Krzysztof Kaczmarek Ludmila Dymova Pavel V. Sevastjanov

Published in: Entropy (2020)

Keyphrases

portfolio selection
robust optimization
long term
optimization problems
fuzzy linear programming
evolutionary algorithm
fuzzy numbers
problems involving
artificial intelligence
combinatorial optimization
financial markets
portfolio management
multistage stochastic