An integrated generalized TODIM model for portfolio selection based on financial performance of firms
Multi-criteria decision-making (MCDM) models are well-suited for solving portfolio selection
problems. Diversified financial indices and complex subjective preferences are important …
problems. Diversified financial indices and complex subjective preferences are important …
Portfolio optimization problem: a taxonomic review of solution methodologies
This survey paper provides an overview of current developments for the Portfolio
Optimisation Problem (POP) based on articles published from 2018 to 2022. It reviews the …
Optimisation Problem (POP) based on articles published from 2018 to 2022. It reviews the …
Transportation planning for sustainable supply chain network using big data technology
The popularization of big data technology has a great impact on decision-making and
optimization of a sustainable supply chain network. An integrated transportation planning …
optimization of a sustainable supply chain network. An integrated transportation planning …
A multi-objective sustainable financial portfolio selection approach under an intuitionistic fuzzy framework
In recent decades, sustainable investing has caught on with investors, and it has now
become the norm. In the age of start-ups, with scant information on the sustainability aspects …
become the norm. In the age of start-ups, with scant information on the sustainability aspects …
Distributionally robust portfolio optimization with second-order stochastic dominance based on wasserstein metric
In portfolio optimization, we may be dealing with misspecification of a known distribution,
that stock returns follow it. The unknown true distribution is considered in terms of a …
that stock returns follow it. The unknown true distribution is considered in terms of a …
Developing a hybrid system for stock selection and portfolio optimization with many-objective optimization based on deep learning and improved NSGA-III
M Lv, J Wang, S Wang, J Gao, H Guo - Information Sciences, 2024 - Elsevier
Portfolio management is a critical aspect of investment strategies, with the goal to balance
the low-risk and high-return investments. Despite this, existing portfolios frequently overlook …
the low-risk and high-return investments. Despite this, existing portfolios frequently overlook …
Cooperative co-evolutionary algorithm for multi-objective optimization problems with changing decision variables
Multi-objective optimization problems (MOPs) with changing decision variables exist in the
actual industrial production and daily life, which have changing Pareto sets and complex …
actual industrial production and daily life, which have changing Pareto sets and complex …
Portfolio selection as a multicriteria group decision making in Pythagorean fuzzy environment with GRA and FAHP framework
The popularity of mutual funds, which are necessarily portfolios, has been drawing more
attention from the people of India over the last three decades. In a mutual fund, one can …
attention from the people of India over the last three decades. In a mutual fund, one can …
Optimal control for multistage uncertain random dynamic systems with multiple time delays
X Chen, Y Zhu - ISA transactions, 2022 - Elsevier
A complex system exhibiting uncertainty as well as randomness is an uncertain random
dynamic system. A novel idea of an uncertain random matrix is introduced as an interaction …
dynamic system. A novel idea of an uncertain random matrix is introduced as an interaction …
Online multi-criteria portfolio analysis through compromise programming models built on the underlying principles of fuzzy outranking
G Rivera, R Florencia, M Guerrero, R Porras… - Information …, 2021 - Elsevier
This paper introduces an interactive approach to support multi-criteria decision analysis of
project portfolios. In high-scale strategic decision domains, scientific studies suggest that the …
project portfolios. In high-scale strategic decision domains, scientific studies suggest that the …