Modeling and Optimizing the Multi-Objective Portfolio Optimization Problem with Trapezoidal Fuzzy Parameters

Modeling and Optimizing the Multi-Objective Portfolio Optimization Problem with Trapezoidal Fuzzy Parameters

A common issue in the Multi-Objective Portfolio Optimization Problem (MOPOP) is the presence of uncertainty that affects individual decisions, e.g., variations on resources or benefits of projects. Fuzzy numbers are successful in dealing with imprecise numerical quantities, and they found numerous a...

Full description

Bibliographic Details
Main Authors: Alejandro Estrada-Padilla, Daniela Lopez-Garcia, Claudia Gómez-Santillán, Héctor Joaquín Fraire-Huacuja, Laura Cruz-Reyes, Nelson Rangel-Valdez, María Lucila Morales-Rodríguez
Format: Article
Language:English
Published: MDPI AG 2021-04-01
Series:Mathematical and Computational Applications
Subjects:
multi-objective optimization
multi-objective portfolio optimization problem
trapezoidal fuzzy numbers
density estimators
steady state algorithms
Online Access:https://www.mdpi.com/2297-8747/26/2/36

Internet

https://www.mdpi.com/2297-8747/26/2/36

Similar Items