Multi-objective Portfolio Optimization Problem with Trapezoidal Fuzzy Parameters

Claudia Guadalupe Gómez Santillán, Alejandro Estrada Padilla, Héctor Joaquín Fraire Huacuja, Laura Cruz Reyes, Nelson Rangel-Valdez, María Lucila Morales-Rodríguez. Multi-objective Portfolio Optimization Problem with Trapezoidal Fuzzy Parameters. In Oscar Castillo 0001, Patricia Melin, editors, Fuzzy Logic Hybrid Extensions of Neural and Optimization Algorithms: Theory and Applications. Volume 940 of Studies in Computational Intelligence, pages 281-293, Springer, 2021. [doi]

Abstract

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