The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
In this paper, a new proportion entropy function is proposed as an objective function to obtain a well-diversified portfolio. Secondly, a new fuzzy multi-objective portfolio selection model based on the proposed entropy function is presented. By using the model, we can find tradeoffs between risk, return and the diversification degree of portfolio. Thirdly, a new multi-objective evolutionary algorithm...
Many-objective optimization problems involving a large number (more than four) of objectives have aroused extensive attention. It is known that problems with a high number of objectives cause additional difficulties in visualization of the objective space, stagnation in search process and high computational cost. In this paper, a special class of many objective problems, which can be degenerated to...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.