The objective of our research is to build a statistical test that can evaluate different risks of a portfolio selection model with fuzzy data. The central points and radiuses of fuzzy numbers are used to determine the portfolio selection model, and we statistically evaluate the best return by a fuzzy statistical test. Empirical studies are presented to illustrate the risk evaluation of the port...

Portfolio-based algorithm selection has seen tremendous practical success over the past two decades. This configuration procedure works by first selecting a portfolio of diverse parameter settings, and then, on given problem instance, using an selector to choose setting from with strong predicted performance. Oftentimes, both are chosen training set typical instances application domain at hand....