Using Compensatory Fuzzy Logic to Model an Investor’s Preference Regarding Portfolio Stock Selection within Markowitz’s Mean-Variance Framework
We analyse the use of Compensatory FuzzyLogic (CFL) applied to an optimisation model to reflect aninvestor’s preferences regarding portfolio stock selection. CFL is a framework that allows the construction of fuzzy predicates using fuzzy parametrised linguistic variables. Although the potential of a...
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| Rannpháirtithe: | , |
| Formáid: | Artículo |
| Teanga: | en_US |
| Foilsithe / Cruthaithe: |
2024
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| Ábhair: | |
| Rochtain ar líne: | https://doi.org/10.13053/CyS-28-3-5187 https://cys.cic.ipn.mx/ojs/index.php/CyS/article/view/5187 |
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