A Multiperiod Multiobjective Portfolio Selection Model With Fuzzy Random Returns for Large Scale Securities Data
- Submitting institution
-
University of Exeter
- Unit of assessment
- 11 - Computer Science and Informatics
- Output identifier
- 6341
- Type
- D - Journal article
- DOI
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10.1109/TFUZZ.2020.2992866
- Title of journal
- IEEE Transactions on Fuzzy Systems
- Article number
- -
- First page
- 59
- Volume
- {}
- Issue
- 1
- ISSN
- 1063-6706
- Open access status
- Compliant
- Month of publication
- May
- Year of publication
- 2020
- URL
-
-
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
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4
- Research group(s)
-
-
- Citation count
- 0
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- This paper provides new ideas for portfolio selection modelling, a field of great importance for scientific investment decision-making. It introduces an effective and scalable intelligent parallel algorithm for model solving, which contributes to optimisation and other complex problem solving. This is an interdisciplinary and international-collaboration research across computing and finance fields, and the research outcome has been adopted by a grant from the Informatisation Project of the Chinese Academy of Sciences (CAS) and has led to follow-up collaborations with the High Performance Computing department of Computer Network Information Centre of CAS under this project.
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -