Multi-period portfolio optimization using coherent fuzzy numbers in a credibilistic environment.
Pankaj GuptaMukesh Kumar MehlawatAhmad Zaman KhanPublished in: Expert Syst. Appl. (2021)
Keyphrases
- fuzzy numbers
- multi period
- portfolio optimization
- fuzzy sets
- production planning
- multi criteria
- facility location problem
- planning horizon
- data envelopment analysis
- supply chain
- stock market
- factor analysis
- problems involving
- routing problem
- risk management
- neural network
- greedy algorithm
- cost function
- control system
- artificial intelligence