{"id":"https://openalex.org/W4220918427","doi":"https://doi.org/10.1007/s00500-022-06895-2","title":"A data-driven stochastic decision support system to investment portfolio problem under uncertainty","display_name":"A data-driven stochastic decision support system to investment portfolio problem under uncertainty","publication_year":2022,"publication_date":"2022-03-19","ids":{"openalex":"https://openalex.org/W4220918427","doi":"https://doi.org/10.1007/s00500-022-06895-2"},"language":"en","primary_location":{"id":"doi:10.1007/s00500-022-06895-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-022-06895-2","pdf_url":null,"source":{"id":"https://openalex.org/S65753830","display_name":"Soft Computing","issn_l":"1432-7643","issn":["1432-7643","1433-7479"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Soft Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5046474031","display_name":"Amir Yousefli","orcid":null},"institutions":[{"id":"https://openalex.org/I99861883","display_name":"University of Zanjan","ror":"https://ror.org/05e34ej29","country_code":"IR","type":"education","lineage":["https://openalex.org/I99861883"]}],"countries":["IR"],"is_corresponding":true,"raw_author_name":"Amir Yousefli","raw_affiliation_strings":["Department of Mechanical and Industrial Engineering, University of Zanjan, Zanjan, Iran"],"raw_orcid":"https://orcid.org/0000-0003-3250-2403","affiliations":[{"raw_affiliation_string":"Department of Mechanical and Industrial Engineering, University of Zanjan, Zanjan, Iran","institution_ids":["https://openalex.org/I99861883"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5054873265","display_name":"Majeed Heydari","orcid":"https://orcid.org/0000-0003-2306-5379"},"institutions":[{"id":"https://openalex.org/I99861883","display_name":"University of Zanjan","ror":"https://ror.org/05e34ej29","country_code":"IR","type":"education","lineage":["https://openalex.org/I99861883"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Majeed Heydari","raw_affiliation_strings":["Department of Mechanical and Industrial Engineering, University of Zanjan, Zanjan, Iran"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mechanical and Industrial Engineering, University of Zanjan, Zanjan, Iran","institution_ids":["https://openalex.org/I99861883"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5020210336","display_name":"Reza Norouzi","orcid":"https://orcid.org/0000-0001-6424-6681"},"institutions":[{"id":"https://openalex.org/I69425150","display_name":"Imam Khomeini International University","ror":"https://ror.org/02jeykk09","country_code":"IR","type":"education","lineage":["https://openalex.org/I69425150"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Reza Norouzi","raw_affiliation_strings":["Department of Industrial Management, Imam Khomeini International University, Qazvin, Iran"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Industrial Management, Imam Khomeini International University, Qazvin, Iran","institution_ids":["https://openalex.org/I69425150"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5046474031"],"corresponding_institution_ids":["https://openalex.org/I99861883"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":1.183,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.79868135,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"26","issue":"11","first_page":"5283","last_page":"5296"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9945999979972839,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9926999807357788,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6304807662963867},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.6148947477340698},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5687587261199951},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.532696008682251},{"id":"https://openalex.org/keywords/stochastic-investment-model","display_name":"Stochastic investment model","score":0.5074450373649597},{"id":"https://openalex.org/keywords/investment-strategy","display_name":"Investment strategy","score":0.4863482117652893},{"id":"https://openalex.org/keywords/realization","display_name":"Realization (probability)","score":0.45210501551628113},{"id":"https://openalex.org/keywords/portfolio-investment","display_name":"Portfolio investment","score":0.43996894359588623},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.42920786142349243},{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.42104285955429077},{"id":"https://openalex.org/keywords/stock-exchange","display_name":"Stock exchange","score":0.412002831697464},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.38643282651901245},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.28905075788497925},{"id":"https://openalex.org/keywords/asset-allocation","display_name":"Asset allocation","score":0.2461811900138855},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.24493280053138733},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.1797863245010376},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.14278694987297058},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.14064636826515198},{"id":"https://openalex.org/keywords/profit","display_name":"Profit (economics)","score":0.1062534749507904},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.08851712942123413}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6304807662963867},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.6148947477340698},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5687587261199951},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.532696008682251},{"id":"https://openalex.org/C117219021","wikidata":"https://www.wikidata.org/wiki/Q7617821","display_name":"Stochastic investment model","level":4,"score":0.5074450373649597},{"id":"https://openalex.org/C103144560","wikidata":"https://www.wikidata.org/wiki/Q2670999","display_name":"Investment strategy","level":3,"score":0.4863482117652893},{"id":"https://openalex.org/C2781089630","wikidata":"https://www.wikidata.org/wiki/Q21856745","display_name":"Realization (probability)","level":2,"score":0.45210501551628113},{"id":"https://openalex.org/C75956513","wikidata":"https://www.wikidata.org/wiki/Q609343","display_name":"Portfolio investment","level":3,"score":0.43996894359588623},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.42920786142349243},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.42104285955429077},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.412002831697464},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.38643282651901245},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.28905075788497925},{"id":"https://openalex.org/C139819358","wikidata":"https://www.wikidata.org/wiki/Q462748","display_name":"Asset allocation","level":3,"score":0.2461811900138855},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.24493280053138733},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.1797863245010376},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.14278694987297058},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.14064636826515198},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.1062534749507904},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.08851712942123413},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s00500-022-06895-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-022-06895-2","pdf_url":null,"source":{"id":"https://openalex.org/S65753830","display_name":"Soft Computing","issn_l":"1432-7643","issn":["1432-7643","1433-7479"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Soft Computing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":41,"referenced_works":["https://openalex.org/W248898573","https://openalex.org/W1505119482","https://openalex.org/W1529998251","https://openalex.org/W1561398270","https://openalex.org/W1973383746","https://openalex.org/W1988106480","https://openalex.org/W1989074947","https://openalex.org/W2002788332","https://openalex.org/W2021258612","https://openalex.org/W2032475783","https://openalex.org/W2042614763","https://openalex.org/W2044496787","https://openalex.org/W2045955195","https://openalex.org/W2060279450","https://openalex.org/W2064975791","https://openalex.org/W2094352945","https://openalex.org/W2311549086","https://openalex.org/W2345954292","https://openalex.org/W2468759877","https://openalex.org/W2556742204","https://openalex.org/W2561166280","https://openalex.org/W2581977427","https://openalex.org/W2601467878","https://openalex.org/W2623280098","https://openalex.org/W2792709271","https://openalex.org/W2802094691","https://openalex.org/W2922277727","https://openalex.org/W2954788275","https://openalex.org/W2980791530","https://openalex.org/W2993059983","https://openalex.org/W2997457453","https://openalex.org/W2999420093","https://openalex.org/W3092128800","https://openalex.org/W3110475853","https://openalex.org/W3120874133","https://openalex.org/W3157812000","https://openalex.org/W3167342081","https://openalex.org/W3201552764","https://openalex.org/W4232474910","https://openalex.org/W4249749961","https://openalex.org/W6678119076"],"related_works":["https://openalex.org/W3007929914","https://openalex.org/W3145574834","https://openalex.org/W273679374","https://openalex.org/W2000890162","https://openalex.org/W4309705473","https://openalex.org/W1994195574","https://openalex.org/W2354734309","https://openalex.org/W3121289783","https://openalex.org/W2158932993","https://openalex.org/W3081892093"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":5},{"year":2022,"cited_by_count":1}],"updated_date":"2026-06-19T15:47:20.252518","created_date":"2025-10-10T00:00:00"}
