A linguistic-based portfolio selection model using weighted max-min operator and hybrid genetic algorithm

Expert Systems with Applications

Volumn 38, Issue 9, 2011, Pages 11735-11743

  Dastkhan, Hossein ^a   Gharneh, Naser Shams ^a   Golmakani, Hamidreza ^b  

^a AMIRKABIR UNIVERSITY OF TECHNOLOGY   (Iran)

^b TAFRESH UNIVERSITY   (Iran)

Author keywords

Fuzzy sets; Hybrid genetic algorithm; Mean absolute deviation measure; Portfolio selection; Weighted max min operator

Indexed keywords

DECISION MAKERS; EMPIRICAL STUDIES; FUZZY MATHEMATICAL PROGRAMMING; HYBRID GENETIC ALGORITHMS; MAX-MIN; MEAN-ABSOLUTE DEVIATION MEASURE; MEAN-ABSOLUTE DEVIATION PORTFOLIO; MULTI OBJECTIVE DECISION MAKING; NEW YORK STOCK EXCHANGE; PORTFOLIO SELECTION; PORTFOLIO SELECTION MODELS; SAMPLE ANALYSIS;

DECISION MAKING; FEATURE EXTRACTION; FUZZY SETS; MATHEMATICAL OPERATORS; MATHEMATICAL PROGRAMMING;

GENETIC ALGORITHMS;

EID: 79955611342     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2011.03.060     Document Type: Article

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