Preference-based Evolutionary Multi-objective Optimization for Solving Fuzzy Portfolio Selection Problems
نویسندگان
چکیده
منابع مشابه
A fuzzy random multi-objective approach for portfolio selection
In this paper, the portfolio selection problem is considered, where fuzziness and randomness appear simultaneously in optimization process. Since return and dividend play an important role in such problems, a new model is developed in a mixed environment by incorporating fuzzy random variable as multi-objective nonlinear model. Then a novel interactive approach is proposed to determine the pref...
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ژورنال
عنوان ژورنال: Revista Electrónica de Comunicaciones y Trabajos de ASEPUMA
سال: 2017
ISSN: 1575-605X,1575-605X
DOI: 10.24309/recta.2017.18.1.01