Portfolio optimization strategy under fuzzy random environment with investor sentiment

Wei Sun, Weiguo Zhang, Weijun Xu. Portfolio optimization strategy under fuzzy random environment with investor sentiment. In 11th International Conference on Natural Computation, ICNC 2015, Zhangjiajie, China, August 15-17, 2015. pages 1240-1245, IEEE, 2015. [doi]

@inproceedings{SunZX15-1,
  title = {Portfolio optimization strategy under fuzzy random environment with investor sentiment},
  author = {Wei Sun and Weiguo Zhang and Weijun Xu},
  year = {2015},
  doi = {10.1109/ICNC.2015.7378169},
  url = {http://dx.doi.org/10.1109/ICNC.2015.7378169},
  researchr = {https://researchr.org/publication/SunZX15-1},
  cites = {0},
  citedby = {0},
  pages = {1240-1245},
  booktitle = {11th International Conference on Natural Computation, ICNC 2015, Zhangjiajie, China, August 15-17, 2015},
  publisher = {IEEE},
  isbn = {978-1-4673-7679-2},
}