A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns

DOI10.1016/j.cam.2009.07.019zbMath1180.91307OpenAlexW2010969505MaRDI QIDQ732131

Zhongfeng Qin, Xiang Li, Yang Zhang, Hau-San Wong

Publication date: 9 October 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2009.07.019

zbMATH Keywords

neural networksimulated annealingportfolio selectioncredibility measurefuzzy variablefuzzy simulation

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Learning and adaptive systems in artificial intelligence (68T05) Theory of fuzzy sets, etc. (03E72) Portfolio theory (91G10)

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