Multi-Criteria Fuzzy Portfolio Selection Based on Three-Way Decisions and Cumulative Prospect Theory

Xianhe Wang; Bo Wang; Tiantian Li; Huaxiong Li; Junzo Watada

doi:10.2139/ssrn.4215053

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JOURNAL ARTICLE

Multi-Criteria Fuzzy Portfolio Selection Based on Three-Way Decisions and Cumulative Prospect Theory

Xianhe Wang Bo Wang Tiantian Li Huaxiong Li Junzo Watada

Year: 2022 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)

DOI: 10.2139/ssrn.4215053

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Keywords:

Cumulative prospect theory Selection (genetic algorithm) Fuzzy logic Prospect theory Portfolio Modern portfolio theory Computer science Economics Operations research Mathematical economics Mathematics Artificial intelligence Microeconomics Financial economics

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Multi-Criteria Decision Making

Social Sciences → Decision Sciences → Management Science and Operations Research

Advanced Decision-Making Techniques

Physical Sciences → Computer Science → Information Systems

Advanced Computational Techniques and Applications

Physical Sciences → Computer Science → Artificial Intelligence

Multi-Criteria Fuzzy Portfolio Selection Based on Three-Way Decisions and Cumulative Prospect Theory

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