An Intuitionistic Fuzzy Multi-Objective Goal Programming Approach to Portfolio Selection.
Gao-Feng YuDeng-Feng LiDecui LiangGuang-Xu LiPublished in: Int. J. Inf. Technol. Decis. Mak. (2021)
Keyphrases
- portfolio selection
- goal programming
- multi objective
- multiple objectives
- intuitionistic fuzzy
- multiple criteria decision making
- group decision making
- conflicting objectives
- multi objective optimization
- fuzzy clustering
- evolutionary algorithm
- multi criteria
- optimization algorithm
- objective function
- genetic algorithm
- pareto optimal
- intuitionistic fuzzy sets
- multiple criteria
- fuzzy numbers
- bi objective
- particle swarm optimization
- nsga ii
- analytic hierarchy process
- fuzzy relations
- simulated annealing
- fuzzy sets
- multi objective evolutionary algorithms
- trade off
- robust optimization
- differential evolution