The research and comparison of multi-objective portfolio based on intuitionistic fuzzy optimization
• Propose “maximum-minimum” operator to solve the IFO problem. • Apply the CP and NCP model to solve the IFO problem. • Consider p-norm, geometric mean, extreme deviation three objective functions. • A new operation method is proposed for solving the optimization problem. • Use several portfolio per...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Deng, Xue [verfasserIn] |
|---|
| Format: |
E-Artikel |
|---|---|
| Sprache: |
Englisch |
| Erschienen: |
2018 |
|---|
| Schlagwörter: |
Intuitionistic fuzzy optimization |
|---|
| Umfang: |
11 |
|---|
| Übergeordnetes Werk: |
Enthalten in: Exploring the drying behaviors of microencapsulated noni juice using reaction engineering approach (REA) mathematical modelling - Zhang, Chuang ELSEVIER, 2018, Amsterdam [u.a.] |
|---|---|
| Übergeordnetes Werk: |
volume:124 ; year:2018 ; pages:411-421 ; extent:11 |
| Links: |
|---|
| DOI / URN: |
10.1016/j.cie.2018.07.044 |
|---|
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| 520 | |a • Propose “maximum-minimum” operator to solve the IFO problem. • Apply the CP and NCP model to solve the IFO problem. • Consider p-norm, geometric mean, extreme deviation three objective functions. • A new operation method is proposed for solving the optimization problem. • Use several portfolio performance evaluation techniques to evaluate models. | ||
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• Propose “maximum-minimum” operator to solve the IFO problem. • Apply the CP and NCP model to solve the IFO problem. • Consider p-norm, geometric mean, extreme deviation three objective functions. • A new operation method is proposed for solving the optimization problem. • Use several portfolio performance evaluation techniques to evaluate models. |
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• Propose “maximum-minimum” operator to solve the IFO problem. • Apply the CP and NCP model to solve the IFO problem. • Consider p-norm, geometric mean, extreme deviation three objective functions. • A new operation method is proposed for solving the optimization problem. • Use several portfolio performance evaluation techniques to evaluate models. |
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• Propose “maximum-minimum” operator to solve the IFO problem. • Apply the CP and NCP model to solve the IFO problem. • Consider p-norm, geometric mean, extreme deviation three objective functions. • A new operation method is proposed for solving the optimization problem. • Use several portfolio performance evaluation techniques to evaluate models. |
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