Portfolio selection with fuzzy synthetic evaluation and genetic algorithm

Nayebpur Hamid; Bokaei Mohsen Nazem

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Portfolio selection with fuzzy synthetic evaluation and genetic algorithm

机译：模糊综合评价与遗传算法的证券投资组合选择

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摘要

Purpose - The purpose of this paper is to present a new technique to portfolio selection using a genetic algorithm (GA) and fuzzy synthetic evaluation (FSE). Portfolio selection is a multi-objective/criteria decision-making problem in financial management.

机译：目的-本文的目的是提出一种使用遗传算法（GA）和模糊综合评价（FSE）进行投资组合选择的新技术。投资组合选择是财务管理中的多目标/标准决策问题。

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来源
《Engineering Computations》 |2017年第7期|2422-2434|共13页
作者
Nayebpur Hamid; Bokaei Mohsen Nazem;
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作者单位

Shahed Univ, Dept Management, Tehran, Iran;

Shahed Univ, Dept Management, Tehran, Iran;

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收录信息美国《科学引文索引》(SCI);美国《工程索引》(EI);
原文格式 PDF
正文语种 eng
中图分类
关键词
Portfolio selection; Fuzzy synthetic evaluation; Genetic algorithm;

机译：投资组合选择;模糊综合评价;遗传算法;

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2. FUZZY APPROACH TO PORTFOLIO SELECTION USING GENETIC ALGORITHMS [J] . Rashad Aliev, Rahib Abiyev, Mustafa Menekay Intelligent automation and soft computing . 2008,第4期

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3. Evaluation of Particle Swarm Algorithm and Genetic Algorithms Performance at Optimal Portfolio Selection [J] . Mansour Zarranezhad, Maryam Fakherinia, Reza Yousefi Hajiabad Asian Economic and Financial Review . 2015,第1期

机译：最优投资组合选择的粒子群算法和遗传算法性能评估
4. Genetic algorithms for fuzzy multi-objective approach to portfolio selection [C] . Kimiagari A. M., Gharahkozli H., Nikkholgh R. 2010 Annual Meeting of the North American Fuzzy Information Processing Society . 2010

机译：模糊多目标投资组合选择的遗传算法
5. Genetic algorithms for financial portfolio selection. [D] . Deng, Yi. 2008

机译：用于金融投资组合选择的遗传算法。
6. A Simple View on the Interval and Fuzzy Portfolio Selection Problems [O] . Krzysztof Kaczmarek, Ludmila Dymova, Pavel Sevastjanov 2020

机译：关于间隔和模糊组合选择问题的简单视图
7. Comparative evaluation of fuzzy logic and genetic algorithms models for portfolio optimization [O] . Heidar Masoumi Soureh, Gholamreza Farsad Amanollahi 2017

机译：投资组合优化的模糊逻辑与遗传算法模型比较评价

Portfolio selection with fuzzy synthetic evaluation and genetic algorithm

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