The financial market behavior is affected by several non-probabilistic factors such as vagueness and ambiguity. In this paper wedevelop a multistage stochastic soft constraints fuzzy program with recourse in order to capture both uncertainty and imprecisionas well as to solve a portfolio management problem. The results we obtained confirm the studies carried out in literature addressedto integrate stochastic and possibilistic programming.
|Rivista||Fuzzy Sets and Systems|
|Stato di pubblicazione||Published - 2006|
All Science Journal Classification (ASJC) codes
- Artificial Intelligence