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...

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书目详细资料
主要作者:	Rivera Zarate, Gilberto
其他作者:	García, Vicente, Espin Andrade, Rafael Alejandro
格式:	Artículo
语言:	en_US
出版:	2024
主题:	Swarm Particle Optimization Preference Incorporation Metaheuristic Algorithm Prescriptive Analytics Fuzzy Optimization info:eu-repo/classification/cti/7
在线阅读:	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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