Fuzzy portfolio selection using genetic algorithm.
Rahib Hidayat AbiyevMustafa MenekayPublished in: Soft Comput. (2007)
Keyphrases
- portfolio selection
- genetic algorithm
- fuzzy logic
- multistage stochastic
- fuzzy sets
- portfolio optimization
- portfolio management
- multi objective
- transaction costs
- multiple objectives
- fitness function
- robust optimization
- fuzzy numbers
- financial markets
- simulated annealing
- association rules
- neural network
- metaheuristic
- text mining
- np hard
- evolutionary algorithm
- optimal portfolio