Using Compensatory Fuzzy Logic to Model an Investor’s Preference Regarding Portfolio Stock Selection within Markowitz’s Mean-Variance Framework

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...

Uloženo v:

Podrobná bibliografie
Hlavní autor:	Rivera Zarate, Gilberto
Další autoři:	García, Vicente, Espin Andrade, Rafael Alejandro
Médium:	Artículo
Jazyk:	en_US
Vydáno:	2024
Témata:	Swarm Particle Optimization Preference Incorporation Metaheuristic Algorithm Prescriptive Analytics Fuzzy Optimization info:eu-repo/classification/cti/7
On-line přístup:	https://doi.org/10.13053/CyS-28-3-5187 https://cys.cic.ipn.mx/ojs/index.php/CyS/article/view/5187
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo otaguje tento záznam!

Podobné jednotky

Online multi-criteria portfolio analysis through compromise programming models built on the underlying principles of fuzzy outranking
Autor: Rivera Zarate, Gilberto
Vydáno: (2021)

Aiding decision makers in articulating a preference closeness model through compensatory fuzzy logic for many-objective optimization problems
Autor: Rivera Zarate, Gilberto
Vydáno: (2024)

PSO, a Swarm Intelligence-Based Evolutionary Algorithm as a Decision-Making Strategy: A Review
Vydáno: (2022)

Genetic Algorithm for Scheduling Optimization Considering Heterogeneous Containers: A Real-World Case Study
Autor: Rivera Zarate, Gilberto
Vydáno: (2020)

Modeling and project portfolio selection problem enriched with dynamic allocation of resources
Autor: Martínez Vega, Daniel
Vydáno: (2018)

Fuzzy optimisation for business analytics: A bibliometric analysis
Autor: Rivera Zarate, Gilberto
Vydáno: (2023)

Multi-objective optimization of an engine mount design by means of memetic genetic programming and a local exploration approach
Autor: ALVARADO-INIESTA, ALEJANDRO
Vydáno: (2018)

Crashworthiness analysis and optimization of standard and windowed multi-cell hexagonal tubes
Vydáno: (2021)

Interdependent Projects Selection with Preference Incorporation
Autor: Gómez, Claudia
Vydáno: (2018)

Three-Bar structure optimality criterion using the linear resizing rule
Autor: Ramirez Monares, Jose Alfredo
Vydáno: (2021)

Modelos de analítica de datos para la recomendación de estrategias que apoyen la trayectoria académica de estudiantes en riesgo de deserción en la UACJ: 6CP23-6
Autor: César Alonso Rivas Flores, a další
Vydáno: (2023)

Preference Incorporation into Many-Objective Optimization: An Ant Colony Algorithm based on Interval Outranking
Autor: Rivera Zarate, Gilberto
Vydáno: (2021)

Evacuation Route Optimization in the Plaza de la Mexicanidad, Using Humanitarian Logistics
Vydáno: (2021)

An Analysis of Optimal Tax Revenue Sharing for Mexico
Autor: Ponce Rodríguez, Raul Alberto
Vydáno: (2022)

Design of a tool for advanced decision making with swarm intelligence in a multi-criteria environment : 6CP23-10
Autor: Dynhora Danheyda Ramírez Ochoa, a další
Vydáno: (2023)

Inferring Parameters of a Relational System of Preferences from Assignment Examples using an Evolutionary Algorithm
Autor: Fernández, Eduardo
Vydáno: (2019)

School Bus Routing Problems and Solutions for Smart Cities
Autor: Ochoa, Alberto
Vydáno: (2019)

Implementation of a Multicriteria Analysis Model to Determine Anthropometric Characteristics of an Optimal Helmet of an Italian Scooter.
Vydáno: (2020)

Driving Maximal Frequency Content and Natural Slopes Sharpening for Image Amplification with High Scale Factor
Autor: Leandro Morera, Delfin
Vydáno: (2018)

Blockchain Model Implementation to Select the Best Bid in an Industrial Supply Chain
Vydáno: (2021)

Distribution of Handgrip Force in the Forearm Muscles through Static Optimization
Vydáno: (2020)

Genetic algorithm for the reduction printing time and dimensional precision improvement on 3D components printed by Fused Filament Fabrication
Vydáno: (2021)

Ethnic Characterization in Amalgamated People for Airport Security Using a Repository of Images and Pigeon-Inspired Optimization (PIO) Algorithm for the Improvement of Their Results
Autor: Ochoa, Alberto
Vydáno: (2020)

The Technological Role of Steepest Ascent Optimization in Industry 4.0 Modeling
Vydáno: (2023)

Two‑stage optimization of Allura direct red dye removal by treated peanut hull waste
Autor: Torres Perez, Jonatan
Vydáno: (2020)

Rethinking the effects of fatal falls on an Italian Scooter an a smart city: An approach from ergonomics and an ideal and Optimal Helmet: Conditioned Helmet for improved security on the road in a smart city
Vydáno: (2021)

Target Field of View Prediction Using Artificial Pheromones for People Reidentification
Autor: Santiago Ramírez, Everardo
Vydáno: (2019)

Optimization of the distribution process of business in the Gamarra comercial emporium
Autor: Carlos Adrián Ubillús Lazóriga, a další
Vydáno: (2025)

Film cooling optimization on leading edge gas turbine blade using differential evolution
Autor: García Castrejón, Juan Carlos
Vydáno: (2018)

Robustness analysis of an outranking model parameters’ elicitation method in the presence of noisy examples
Autor: Rangel Valdes, Nelson
Vydáno: (2018)

Optimal linear taxation for economies with altruism
Autor: Ikuho Kochi, a další
Vydáno: (2021)

Methodology for Selecting Data Analytics Models for APT Detection with a Focus on Reliability and Optimization: 6CP23-5
Autor: Adrián Hernández Rivas, a další
Vydáno: (2023)

Improvement in an automated production line : 7CP24-7
Autor: Manuel Fernando Ponce Ramos, a další
Vydáno: (2024)

A Proposal for Data Breach Detection in Organizations Based on User Behavior
Vydáno: (2021)

Hybrid evolutionary multi-objective optimisation using outranking-based ordinal classification methods
Vydáno: (2020)

Experimental measurements of the flow field around a film-cooled blade leading edge using particle image velocimetry
Autor: Davalos Ramirez, Jose Omar
Vydáno: (2018)

Proposal for demand forecasting of an automotive product in decline phase using Machine Learning: 8CP24-5
Autor: Valeria Guadalupe Gutiérrez Meléndez, a další
Vydáno: (2024)

An interactive ACO enriched with an eclectic multi-criteria ordinal classifier to address many-objective optimisation problems
Autor: Rivera Zarate, Gilberto
Vydáno: (2023)

Hybridisation of Swarm Intelligence Algorithms with Multi-Criteria Ordinal Classification: A Strategy to Address Many-Objective Optimisation
Autor: Rivera Zarate, Gilberto
Vydáno: (2022)

Outranking-based multi-objective PSO for scheduling unrelated parallel machines with a freight industry-oriented application
Autor: Rivera Zarate, Gilberto
Vydáno: (2021)