Fuzzy portfolio selection based on three-way decision and cumulative prospect theory.
Xianhe WangBo WangShu LiuHuaxiong LiTianxing WangJunzo WatadaPublished in: Int. J. Mach. Learn. Cybern. (2022)
Keyphrases
- portfolio selection
- decision analysis
- cumulative prospect theory
- multi criteria
- decision making
- decision makers
- multi attribute
- fuzzy sets
- influence diagrams
- fuzzy numbers
- fuzzy logic
- optimal portfolio
- utility theory
- decision theory
- financial markets
- expert systems
- group decision making
- decision problems
- robust optimization
- decision support system
- expected utility
- decision model
- reinforcement learning
- information sharing
- long term
- risk analysis
- decision support
- resource allocation
- utility function