Stock market forecasting has been a subject of interest for many researchers; the essential
market analyses can be integrated with historical stock market data to derive a set of …

Due to the impact of uncertain events, such as the 2008 financial crisis and the outburst of
COVID-19 pandemic, the experts' evaluations information is becoming increasingly …

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 …

An accurate prediction of asset prices is perhaps the biggest challenge of any study in
portfolio optimization. Asset prices are affected by several random and nonrandom factors …

Financial portfolio formation is usually a multi-objective decision-making problem
concerning return and risk on the investment. In this study, we make use of an extension of …

This paper explores the elliptic entropy and the elliptic semi-entropy of a coherent fuzzy
number and discusses several of their properties. We propose a methodology that …

Inspired by Li (2019) who considers one parameter, we propose a novel two-parameter
coherent fuzzy number (TPCFN) that can flexibly capture investors' attitudes (pessimistic …

In this paper, we propose an automatic trading system for portfolio selection that
incorporates an investor's trading strategy (aggressive, conservative, or neutral). The system …

In this contribution we propose to solve complex portfolio selection problems via
Evolutionary Algorithms (EAs) that resort to adaptive parameter control to manage the …

There are abundant applications of data envelopment analysis (DEA) for efficient portfolio
selection, though in a single-period environment. However, portfolio selection is a …