A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection

Fuzzy Sets and Systems

Volumn 188, Issue 1, 2012, Pages 16-26

  Bermudez J D ^a   Segura, J V ^b   Vercher, E ^a  

^a UNIVERSITY OF VALENCIA   (Spain)

^b MIGUEL HERNÁNDEZ UNIVERSITY   (Spain)

Author keywords

Finance; Fuzzy numbers; Genetic algorithms; Multiple criteria evaluation; Portfolio selection

Indexed keywords

CARDINALITIES; DATA SETS; DOWNSIDE RISKS; EFFICIENT PORTFOLIO; FITNESS FUNCTIONS; FUZZY NUMBERS; FUZZY RANKINGS; MULTI-OBJECTIVE GENETIC ALGORITHM; MULTIPLE-CRITERIA EVALUATION; PORTFOLIO SELECTION; PORTFOLIO SELECTION PROBLEMS; STOCK MARKET; TRAPEZOIDAL FUZZY NUMBERS;

CONSTRAINED OPTIMIZATION; FUZZY RULES; MULTIOBJECTIVE OPTIMIZATION;

GENETIC ALGORITHMS;

EID: 80955133919     PISSN: 01650114     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.fss.2011.05.013     Document Type: Article

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