PROCEEDINGS IPMU '08
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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