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Fuzzy Portfolio Optimization Model with Fuzzy Numbers.
Chunquan Li
Jianhua Jin
Published in:
NL-MUA (2011)
Keyphrases
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fuzzy numbers
portfolio optimization
neural network
computer vision
fuzzy sets
image processing
probability distribution
management system
fuzzy linear programming
robust optimization
decision theoretic
evaluation method
membership functions
rough sets
pattern recognition
objective function
knowledge base