A fuzzy modeling for fuzzy portfolio optimization.
Shiang-Tai LiuPublished in: Expert Syst. Appl. (2011)
Keyphrases
- fuzzy modeling
- portfolio optimization
- fuzzy model
- fuzzy rules
- fuzzy inference
- fuzzy clustering
- input output
- portfolio selection
- portfolio management
- problems involving
- membership functions
- fuzzy logic
- factor analysis
- information granulation
- risk management
- robust optimization
- fuzzy systems
- stock price
- bi objective
- stock exchange
- fuzzy controller
- fuzzy control
- fuzzy sets
- neuro fuzzy
- stock market
- fuzzy neural network
- image processing
- neural network
- control system
- expert systems
- genetic algorithm