Fuzzy Portfolio decision model of stock investment based on interval-valued return and risk.
Qiansheng ZhangPeiru KeYanping PanPublished in: ICNC-FSKD (2018)
Keyphrases
- interval valued
- decision model
- investment strategies
- decision making
- group decision making
- fuzzy sets
- stock market
- sharpe ratio
- stock price
- portfolio management
- decision makers
- portfolio optimization
- investment decisions
- real valued
- interval valued fuzzy sets
- fuzzy logic
- decision problems
- stock exchange
- partially ordered
- aggregation operators
- fuzzy set theory
- membership functions
- trading systems
- intuitionistic fuzzy sets
- representation scheme
- fuzzy numbers
- transaction costs
- computational intelligence
- intuitionistic fuzzy
- optimal portfolio
- rough sets
- portfolio selection
- financial markets
- multiple criteria
- financial data
- decision theory
- multi criteria
- influence diagrams
- interval valued fuzzy
- expected utility
- fuzzy rules
- utility function
- special case