Modeling Mean-Semivariance Portfolio Selection Problems Using Coherent Trapezoidal Fuzzy Numbers.

Pawan Kumar Mandal Sourabh Garg Xiao-Zhi Gao

Published in: FUZZ (2024)

Keyphrases

fuzzy numbers
portfolio selection
fuzzy sets
fuzzy linear programming
decision problems
robust optimization
triangular fuzzy numbers
neural network
objective function
probability distribution
mathematical programming
belief functions
fuzzy information
vague sets