Index tracking fund enhancement using evolving multi-criteria fuzzy decision models.
Adam GhandarZbigniew MichalewiczRalf ZurbrueggChee CheongPublished in: IEEE Congress on Evolutionary Computation (2010)
Keyphrases
- multi criteria
- decision models
- decision model
- imprecise information
- decision makers
- multiple criteria decision making
- fuzzy numbers
- fuzzy logic
- influence diagrams
- goal programming
- decision theoretic
- multi attribute
- multiple criteria
- group decision making
- model construction
- expected utility
- multi objective
- decision making
- real time
- multi criteria decision making
- learning algorithm
- multi criteria optimization
- probabilistic reasoning
- particle filter
- objective function
- object tracking
- fuzzy sets
- appearance model
- fuzzy set theory
- constraint satisfaction
- multi dimensional
- np hard