Adaptation in natural and artificial systems
Adaptation in natural and artificial systems
The expected value of a fuzzy number
Fuzzy Sets and Systems
Evolutionary computation: toward a new philosophy of machine intelligence
Evolutionary computation: toward a new philosophy of machine intelligence
Genetic algorithms + data structures = evolution programs (3rd ed.)
Genetic algorithms + data structures = evolution programs (3rd ed.)
Portfolio selection based on fuzzy probabilities and possibility distributions
Fuzzy Sets and Systems
Genetic Algorithms in Search, Optimization and Machine Learning
Genetic Algorithms in Search, Optimization and Machine Learning
Theory and Practice of Uncertain Programming
Theory and Practice of Uncertain Programming
A possibilistic approach to selecting portfolios with highest utility score
Fuzzy Sets and Systems - Special issue: Soft decision analysis
Expected value operator of random fuzzy variable and random fuzzy expected value models
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
A class of fuzzy random optimization: expected value models
Information Sciences: an International Journal
Renewal process with fuzzy interarrival times and rewards
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
On minimum-risk problems in fuzzy random decision systems
Computers and Operations Research
Parallel machine scheduling models with fuzzy processing times
Information Sciences—Informatics and Computer Science: An International Journal
Fuzzy random programming with equilibrium chance constraints
Information Sciences—Informatics and Computer Science: An International Journal
On inequalities and critical values of fuzzy random variables
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
Fuzzy programming with recourse
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
Standby redundancy optimization problems with fuzzy lifetimes
Computers and Industrial Engineering
A survey of credibility theory
Fuzzy Optimization and Decision Making
Some inequalities of random fuzzy variableswith application to moment convergence
Computers & Mathematics with Applications
Fuzzy multilevel programming with a hybrid intelligent algorithm
Computers & Mathematics with Applications
Expected value of fuzzy variable and fuzzy expected value models
IEEE Transactions on Fuzzy Systems
Random fuzzy programming with chance measures defined by fuzzy integrals
Mathematical and Computer Modelling: An International Journal
A new perspective for optimal portfolio selection with random fuzzy returns
Information Sciences: an International Journal
Risk curve and fuzzy portfolio selection
Computers & Mathematics with Applications
Mean-semivariance models for fuzzy portfolio selection
Journal of Computational and Applied Mathematics
A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
Journal of Computational and Applied Mathematics
A review of credibilistic portfolio selection
Fuzzy Optimization and Decision Making
Fuzzy multi-objective portfolio selection model with transaction costs
FUZZ-IEEE'09 Proceedings of the 18th international conference on Fuzzy Systems
Portfolio adjusting optimization under credibility measures
Journal of Computational and Applied Mathematics
Mean-risk model for uncertain portfolio selection
Fuzzy Optimization and Decision Making
Mean-risk model for hybrid portfolio selection with fuzziness and randomness
ICHIT'11 Proceedings of the 5th international conference on Convergence and hybrid information technology
Mean-variance models for portfolio selection subject to experts' estimations
Expert Systems with Applications: An International Journal
A generalized 3-component portfolio selection model
AIKED'12 Proceedings of the 11th WSEAS international conference on Artificial Intelligence, Knowledge Engineering and Data Bases
A risk index model for multi-period uncertain portfolio selection
Information Sciences: an International Journal
A risk index model for portfolio selection with returns subject to experts' estimations
Fuzzy Optimization and Decision Making
Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
Information Sciences: an International Journal
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This paper discusses portfolio selection problem in fuzzy environment. In the paper, security returns are regarded as fuzzy variables. Based on credibility measure and the expected value operator and variance operator based on credibility, two new types of fuzzy mean-variance models are proposed. A hybrid intelligent algorithm is provided to give a general solution of the optimization problems. Numerical examples are also presented to illustrate the optimization idea and the effectiveness of the proposed algorithm.