A Novel Framework for Portfolio Selection Model Using Modified ANFIS and Fuzzy Sets
This paper proposes a novel framework for solving the portfolio selection problem. This framework is excogitated using two newly parameters obtained from an existing basic mean variance model. The scheme can prove entirely advantageous for decision-making while using computed values of these signifi...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2018-10-01
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| Series: | Computers |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2073-431X/7/4/57 |