In this paper, a constrained mean-variance model is constructed for the portfolio optimization problems. The model is a mixed quadratic integer programming problem, and it is too hard to solve by using the traditional optimal algorithms. The purpose of this paper is to use a heuristic algorithm to solve this problem. Combined with the differential evolution strategy, a new hybrid artificial bee...

Fuzziness (entropy) is a commonly used measure of uncertainty for type-1 fuzzy sets. For interval type-2 fuzzy sets (IT2 FSs), centroid, cardinality, fuzziness, variance and skewness are all measures of uncertainties. The centroid of an IT2 FS has been defined by Karnik and Mendel. In this paper, the other four concepts are defined. All definitions use a Representation Theorem for IT2 FSs. Form...