Expected value multi-objective model with fuzzy parameters for asset portfolio optimization

机译：具有模糊参数的预期价值多目标模型进行资产投资组合优化

获取原文

页面导航

摘要
著录项
相似文献
相关主题

摘要

In this paper, we propose an expected value multi-objective model (EVMOP) for portfolio optimization problem. A solution procedure consisting of fuzzy goal programming and fuzzy simulation based genetic algorithm i.e. Hybrid intelligent algorithm (HIA) [4] is presented to solve EVMOP.

机译：在本文中，我们提出了一个预期的价值多目标模型（EVMOP），用于组合优化问题。由模糊目标编程和模糊仿真组成的解决方法，即混合智能算法（HIA）[4]求解EVMOP。

著录项

来源
《International conference on optimization: Techniques and Applications》|2010年||共2页
会议地点
作者
Garima Mittal; Pankaj Gupta; Mukesh Kumar Mehlawat;
展开▼
作者单位

展开▼
会议组织
原文格式 PDF
正文语种
中图分类系统优化;
关键词
Fuzzy portfolio selection; chance-constraint programming; multi-objective programming; genetic algorithm; fuzzy simulation;

机译：模糊组合选择;机会约束编程;多目标编程;遗传算法;模糊仿真;

相似文献

外文文献
中文文献
专利

1. Expected value multiobjective portfolio rebalancing model with fuzzy parameters [J] . Pankaj Gupta, Garima Mittal, Mukesh Kumar Mehlawat Insurance . 2013,第2期

机译：具有模糊参数的期望值多目标投资组合再平衡模型
2. Fuzzy Multi-objective Particle Swarm Optimization Solving the Three-Objective Portfolio Optimization Problem [J] . Javier Alberto Rangel-Gonzalez, Hector Fraire, Juan Frausto Solis, International Journal of Fuzzy Systems . 2020,第8期

机译：模糊多目标粒子群优化解决三目标投资组合优化问题
3. Parameters Optimization using Fuzzy Rule Based Multi-Objective Genetic Algorithm for an Event Based Rainfall-Runoff Model [J] . T. Reshma, K. Venkata Reddy, Deva Pratap, Water Resources Management . 2018,第4期

机译：基于模糊规则的多目标遗传算法的事件径流模型参数优化
4. Expected value multi-objective model with fuzzy parameters for asset portfolio optimization [C] . Garima Mittal, Pankaj Gupta, Mukesh Kumar Mehlawat The 8th international conference on optimization: Techniques and Applications . 2010

机译：具有模糊参数的资产组合优化期望值多目标模型
5. Predictive modeling and multi-objective optimization of machining-induced residual stresses: Investigation of machining parameter effects [D] . Ulutan, Durul 2013

机译：加工引起的残余应力的预测建模和多目标优化：加工参数影响的研究
6. Screening for Combination Cancer Therapies With Dynamic Fuzzy Modeling and Multi-Objective Optimization [O] . Simone Spolaor, Martijn Scheve, Murat Firat, 2021

机译：具有动态模糊建模和多目标优化的组合癌症疗法的筛选
7. Multi-objective portfolio optimization of mutual funds under downside risk measure using fuzzy theory [O] . M. Amiri, M. Zandieh, A. Alimi 2012

机译：基于模糊理论的下行风险度量下共同基金多目标投资组合优化

Expected value multi-objective model with fuzzy parameters for asset portfolio optimization

摘要

著录项

相似文献

相关主题

期刊订阅