Multi-objective imprecise programming for financial portfolio selection with fuzzy returns.
Nabil MansourMohamed Sadok CherifWalid AbdelfattahPublished in: Expert Syst. Appl. (2019)
Keyphrases
- portfolio selection
- multi objective
- portfolio optimization
- multiple objectives
- financial markets
- portfolio management
- fuzzy information
- evolutionary algorithm
- optimization algorithm
- multi objective optimization
- multistage stochastic
- fuzzy sets
- particle swarm optimization
- bi objective
- objective function
- fuzzy numbers
- pareto optimal
- stock market
- robust optimization
- genetic algorithm
- stock price
- risk management
- nsga ii
- transaction costs
- decision making
- artificial intelligence
- investment decisions
- neural network