Fuzzy rule-based expert system for multi assets portfolio optimization

DOI10.1007/978-981-19-9307-7_27MaRDI QIDQ6629126

Sanjay Kumar, Garima Bisht

Publication date: 29 October 2024

zbMATH Keywords

MATLABfuzzy expert systemLagrange's multipliertriangular and Gaussian membership function

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Cites Work

• On fuzzy portfolio selection problems
• Portfolio selection problems with random fuzzy variable returns
• On fuzzy portfolio selection problems: a parametric representation approach
• An interval-based evolutionary approach to portfolio optimization of new product development projects
• Portfolio selection with a new definition of risk
• Mean-risk model for uncertain portfolio selection
• Fuzzy identification of systems and its applications to modeling and control
• An experiment in linguistic synthesis with a fuzzy logic controller
• Fuzzy sets
• Uncertain portfolio selection with borrowing constraint and background risk

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