A Class of Fuzzy Portfolio Optimization Problems: E-S Models.
Yankui LiuXiaoli WuPublished in: ICSI (2) (2010)
Keyphrases
- optimization problems
- cost function
- fuzzy logic
- probabilistic model
- objective function
- optimization criteria
- learning algorithm
- evolutionary algorithm
- prior knowledge
- decision making
- artificial intelligence
- rough sets
- neural network
- fuzzy sets
- model selection
- membership functions
- traveling salesman problem
- potential functions
- data sets