Fuzzy portfolio selection using genetic algorithm

DOI10.1007/s00500-007-0157-zzbMath1147.91022OpenAlexW2049767487MaRDI QIDQ2466720

Mustafa Menekay, Rahib Hidayat Abiyev

Publication date: 16 January 2008

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-007-0157-z

zbMATH Keywords

genetic algorithmportfolio optimizationfuzzy portfolio selection

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Fuzzy logic; logic of vagueness (03B52) Approximation methods and heuristics in mathematical programming (90C59) Theory of fuzzy sets, etc. (03E72) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

Related Items (6)

Review of fuzzy investment research considering modelling environment and element fusion ⋮ Fuzzy multi-period portfolio selection model with discounted transaction costs ⋮ Genetic algorithm-based multi-criteria project portfolio selection ⋮ Portfolio selection based on fuzzy cross-entropy ⋮ Multi-period mean-semivariance portfolio optimization based on uncertain measure ⋮ A review of credibilistic portfolio selection

Cites Work

• Heuristic algorithms for the portfolio selection problem with minimum transaction lots
• Viability of infeasible portfolio selection problems: A fuzzy approach
• Portfolio selection based on upper and lower exponential possibility distributions
• Portfolio selection based on fuzzy probabilities and possibility distributions
• DESCRIPTION AND OPTIMIZATION OF FUZZY SYSTEMS
• Fuzzy sets
• Unnamed Item
• Unnamed Item

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