Fuzzy multi-objective portfolio selection model with transaction costs

IEEE International Conference on Fuzzy Systems

Volumn , Issue , 2009, Pages 273-278

  Zhang, Yang ^a   Li, Xiang ^b   Wong, Hau San ^a   Tan, Lirong ^a  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

^b TSINGHUA UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

CHANCE-CONSTRAINED PROGRAMMING MODEL; CREDIBILITY THEORY; ENTROPY OPTIMIZATION; EXPECTED VALUES; FUZZY SIMULATION; HYBRID INTELLIGENT ALGORITHMS; MEAN VARIANCE; MEAN VARIANCE MODEL; MULTI OBJECTIVE; OBJECTIVE PROGRAMMING; PORTFOLIO SELECTION MODELS; RELEVANCE VECTOR MACHINE; SIMULATED ANNEALING ALGORITHMS; TRAINING DATA; TRANSACTION COST;

CONSTRAINED OPTIMIZATION; FUZZY SYSTEMS; MULTIOBJECTIVE OPTIMIZATION; SIMULATORS;

SIMULATED ANNEALING;

EID: 71249093879     PISSN: 10987584     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/FUZZY.2009.5277135     Document Type: Conference Paper

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