Heuristics for Solving Investment Problems in a Fuzzy Environment

María José Canós Darós, Carlos Ivorra Castillo,Vicente Liern Carrión

The paper presents models for the portfolio selection problem, which allow two kinds of uncertainty to be tackled: that arising from the data and that associated to the imprecise decision maker criteria. In the first case, the models are formulated in terms of LRfuzzy numbers and are solved by means of genetic algorithms. In the second case, some algorithms designed by the authors for fuzzy location problems are adapted.

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