Portfolio optimization of financial returns using fuzzy approach with NSGA-II algorithm

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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書目詳細資料
Main Authors:	Jirakom Sirisrisakulchai, Kittawit Autchariyapanitkul, Napat Harnpornchai, Songsak Sriboonchitta
格式:	雜誌
出版:	2018
主題:	Computer Science
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84943392205&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/54327
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