A many-objective multistage optimization-based fuzzy decision-making model for coal production prediction

X Cai, J Zhang, Z Ning, Z Cui… - IEEE Transactions on …, 2021 - ieeexplore.ieee.org
The traditional coal energy system cannot meet the requirements of modern industrial
production for sustainable development because extensive economic growth has caused …

Building intelligent moving average-based stock trading system using metaheuristic algorithms

SY Kuo, YH Chou - IEEE Access, 2021 - ieeexplore.ieee.org
Many studies have been proposed to prove that technical analysis can help investors make
trading decisions. The moving average (MA) is a widely used technical indicator that plays …

[HTML][HTML] Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory

J Chang, L Sun, B Zhang, J Peng - Journal of Computational and Applied …, 2020 - Elsevier
This paper discusses an uncertain multi-period portfolio selection problem in the situation
where the future security return rates are given by experts' estimations instead of historical …

Cross-validation for the uncertain Chapman-Richards growth model with imprecise observations

Z Liu, L Jia - International Journal of Uncertainty, Fuzziness and …, 2020 - World Scientific
Regression analysis estimates the relationships among variables which has been widely
used in growth curves, and cross-validation as a model selection method assesses the …

Portfolio optimization with mental accounts under uncertain random environment and butterfly optimization algorithm with adaptive strategies

B Li, Y Huang - Applied Soft Computing, 2024 - Elsevier
In complex security markets, uncertainty and randomness may coexist. The investors hold
different risk attitudes toward different investment objectives in reality. In order to reflect this …

A multi-objective portfolio selection model with fuzzy value-at-risk ratio

B Wang, Y Li, S Wang, J Watada - IEEE Transactions on Fuzzy …, 2018 - ieeexplore.ieee.org
Considering nonstatistical uncertainties and/or insufficient historical data in security return
forecasts, fuzzy set theory has been applied in the past decades to build portfolio selection …

Uncertain programming models for multi-objective shortest path problem with uncertain parameters

S Majumder, MB Kar, S Kar, T Pal - Soft Computing, 2020 - Springer
The shortest path problem is considered as one of the essential problems in network
optimization with a wide range of real-world applications. Modelling such real-world …

Portfolio optimization using elliptic entropy and semi-entropy of coherent fuzzy numbers

P Gupta - Information Sciences, 2022 - Elsevier
This paper explores the elliptic entropy and the elliptic semi-entropy of a coherent fuzzy
number and discusses several of their properties. We propose a methodology that …

Collaborative product portfolio design based on the approach of multichoice goal programming

SY Wang, WM Chen, Y Liu - Mathematical Problems in …, 2021 - Wiley Online Library
Product portfolio optimization is a typical multiobjective problem. The multichoice goal
programming method becomes a popular means of resolving multiobjective decision …

Uncertain multi-objective Chinese postman problem

S Majumder, S Kar, T Pal - Soft Computing, 2019 - Springer
Chinese postman problem is one of the significant combinatorial optimization problems with
a wide range of real-world applications. Modelling such real-world applications quite often …