A Stochastic Soft Constraints Fuzzy Model for a Portfolio Selection Problem

Risultato della ricerca: Articlepeer review

48 Citazioni (Scopus)

Abstract

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.
Lingua originaleEnglish
pagine (da-a)1317-1327
RivistaFuzzy Sets and Systems
Volume157
Stato di pubblicazionePublished - 2006

All Science Journal Classification (ASJC) codes

  • Logic
  • Artificial Intelligence

Fingerprint Entra nei temi di ricerca di 'A Stochastic Soft Constraints Fuzzy Model for a Portfolio Selection Problem'. Insieme formano una fingerprint unica.

Cita questo