Portfolio optimization of financial returns using fuzzy approach with NSGA-II algorithm
This paper applied possibilistic approaches to a portfolio selection model. We considered a return rate as fuzzy variables. Based on the concept of possibilistic moments of fuzzy numbers, fuzzy stock returns and market risks are quantified by possibilistic mean and lower possibilistic semivariance,...
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| Main Authors: | , , , |
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| 格式: | 雜誌 |
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2018
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| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84943392205&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/44661 |
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