{"id":"https://openalex.org/W2767438523","doi":"https://doi.org/10.1007/s12351-017-0361-2","title":"Discrete fuzzy system orbits as a portfolio selection method","display_name":"Discrete fuzzy system orbits as a portfolio selection method","publication_year":2017,"publication_date":"2017-11-06","ids":{"openalex":"https://openalex.org/W2767438523","doi":"https://doi.org/10.1007/s12351-017-0361-2","mag":"2767438523"},"language":"en","primary_location":{"id":"doi:10.1007/s12351-017-0361-2","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s12351-017-0361-2","pdf_url":"https://link.springer.com/content/pdf/10.1007/s12351-017-0361-2.pdf","source":{"id":"https://openalex.org/S140563256","display_name":"Operational Research","issn_l":"1109-2858","issn":["1109-2858","1866-1505"],"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":"Operational Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://link.springer.com/content/pdf/10.1007/s12351-017-0361-2.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5087592427","display_name":"Sergio P\u00e9rez-Gonzaga","orcid":null},"institutions":[{"id":"https://openalex.org/I60053951","display_name":"Universitat Polit\u00e8cnica de Val\u00e8ncia","ror":"https://ror.org/01460j859","country_code":"ES","type":"education","lineage":["https://openalex.org/I60053951"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Sergio P\u00e9rez-Gonzaga","raw_affiliation_strings":["Department of Statistics, Universitat Polit\u00e8cnica de Val\u00e8ncia, Alcoi Campus, Plaza Ferrandiz y Carbonell, 2, 03801, Alcoy, Spain","Department of Statistics, Universitat Polit\u00e8cnica de Val\u00e8ncia, Alcoy, Spain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, Universitat Polit\u00e8cnica de Val\u00e8ncia, Alcoi Campus, Plaza Ferrandiz y Carbonell, 2, 03801, Alcoy, Spain","institution_ids":["https://openalex.org/I60053951"]},{"raw_affiliation_string":"Department of Statistics, Universitat Polit\u00e8cnica de Val\u00e8ncia, Alcoy, Spain","institution_ids":["https://openalex.org/I60053951"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5033107862","display_name":"Jorge Jord\u00e1n-N\u00fa\u00f1ez","orcid":"https://orcid.org/0000-0001-8178-9987"},"institutions":[{"id":"https://openalex.org/I60053951","display_name":"Universitat Polit\u00e8cnica de Val\u00e8ncia","ror":"https://ror.org/01460j859","country_code":"ES","type":"education","lineage":["https://openalex.org/I60053951"]}],"countries":["ES"],"is_corresponding":true,"raw_author_name":"Jorge Jord\u00e1n-N\u00fa\u00f1ez","raw_affiliation_strings":["Department of Statistics, Universitat Polit\u00e8cnica de Val\u00e8ncia, Alcoi Campus, Plaza Ferrandiz y Carbonell, 2, 03801, Alcoy, Spain","Department of Statistics, Universitat Polit\u00e8cnica de Val\u00e8ncia, Alcoy, Spain"],"raw_orcid":"https://orcid.org/0000-0001-8178-9987","affiliations":[{"raw_affiliation_string":"Department of Statistics, Universitat Polit\u00e8cnica de Val\u00e8ncia, Alcoi Campus, Plaza Ferrandiz y Carbonell, 2, 03801, Alcoy, Spain","institution_ids":["https://openalex.org/I60053951"]},{"raw_affiliation_string":"Department of Statistics, Universitat Polit\u00e8cnica de Val\u00e8ncia, Alcoy, Spain","institution_ids":["https://openalex.org/I60053951"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5038255706","display_name":"Pau Mir\u00f3\u2013Mart\u00ednez","orcid":"https://orcid.org/0000-0001-9573-9104"},"institutions":[{"id":"https://openalex.org/I60053951","display_name":"Universitat Polit\u00e8cnica de Val\u00e8ncia","ror":"https://ror.org/01460j859","country_code":"ES","type":"education","lineage":["https://openalex.org/I60053951"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"Pau Miro-Martinez","raw_affiliation_strings":["Department of Statistics, Universitat Polit\u00e8cnica de Val\u00e8ncia, Alcoi Campus, Plaza Ferrandiz y Carbonell, 2, 03801, Alcoy, Spain","Department of Statistics, Universitat Polit\u00e8cnica de Val\u00e8ncia, Alcoy, Spain"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, Universitat Polit\u00e8cnica de Val\u00e8ncia, Alcoi Campus, Plaza Ferrandiz y Carbonell, 2, 03801, Alcoy, Spain","institution_ids":["https://openalex.org/I60053951"]},{"raw_affiliation_string":"Department of Statistics, Universitat Polit\u00e8cnica de Val\u00e8ncia, Alcoy, Spain","institution_ids":["https://openalex.org/I60053951"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5033107862"],"corresponding_institution_ids":["https://openalex.org/I60053951"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":0.3048,"has_fulltext":true,"cited_by_count":3,"citation_normalized_percentile":{"value":0.66103238,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"20","issue":"2","first_page":"1047","last_page":"1053"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9948999881744385,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9948999881744385,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9894999861717224,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9871000051498413,"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":0.8621339797973633},{"id":"https://openalex.org/keywords/efficient-frontier","display_name":"Efficient frontier","score":0.6655060648918152},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.663875162601471},{"id":"https://openalex.org/keywords/modern-portfolio-theory","display_name":"Modern portfolio theory","score":0.6338425874710083},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.5575376152992249},{"id":"https://openalex.org/keywords/post-modern-portfolio-theory","display_name":"Post-modern portfolio theory","score":0.5503206253051758},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.5203213691711426},{"id":"https://openalex.org/keywords/computational-intelligence","display_name":"Computational intelligence","score":0.5041822195053101},{"id":"https://openalex.org/keywords/separation-property","display_name":"Separation property","score":0.5020554065704346},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5018582344055176},{"id":"https://openalex.org/keywords/fuzzy-set","display_name":"Fuzzy set","score":0.48423218727111816},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.44885584712028503},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.43266913294792175},{"id":"https://openalex.org/keywords/replicating-portfolio","display_name":"Replicating portfolio","score":0.3882458209991455},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3330785632133484},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.3257322907447815},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.30357956886291504},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.20124942064285278},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.18189260363578796}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.8621339797973633},{"id":"https://openalex.org/C51485801","wikidata":"https://www.wikidata.org/wiki/Q16966861","display_name":"Efficient frontier","level":3,"score":0.6655060648918152},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.663875162601471},{"id":"https://openalex.org/C9725762","wikidata":"https://www.wikidata.org/wiki/Q1072885","display_name":"Modern portfolio theory","level":3,"score":0.6338425874710083},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.5575376152992249},{"id":"https://openalex.org/C67051015","wikidata":"https://www.wikidata.org/wiki/Q7233558","display_name":"Post-modern portfolio theory","level":5,"score":0.5503206253051758},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.5203213691711426},{"id":"https://openalex.org/C139502532","wikidata":"https://www.wikidata.org/wiki/Q1122090","display_name":"Computational intelligence","level":2,"score":0.5041822195053101},{"id":"https://openalex.org/C109271563","wikidata":"https://www.wikidata.org/wiki/Q7451830","display_name":"Separation property","level":5,"score":0.5020554065704346},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5018582344055176},{"id":"https://openalex.org/C42011625","wikidata":"https://www.wikidata.org/wiki/Q1055058","display_name":"Fuzzy set","level":3,"score":0.48423218727111816},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.44885584712028503},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.43266913294792175},{"id":"https://openalex.org/C21099588","wikidata":"https://www.wikidata.org/wiki/Q7314068","display_name":"Replicating portfolio","level":4,"score":0.3882458209991455},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3330785632133484},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3257322907447815},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.30357956886291504},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.20124942064285278},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.18189260363578796},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s12351-017-0361-2","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s12351-017-0361-2","pdf_url":"https://link.springer.com/content/pdf/10.1007/s12351-017-0361-2.pdf","source":{"id":"https://openalex.org/S140563256","display_name":"Operational Research","issn_l":"1109-2858","issn":["1109-2858","1866-1505"],"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":"Operational Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:operea:v:20:y:2020:i:2:d:10.1007_s12351-017-0361-2","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s12351-017-0361-2","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:riunet.upv.es:10251/111707","is_oa":true,"landing_page_url":"http://hdl.handle.net/10251/111707","pdf_url":null,"source":{"id":"https://openalex.org/S4306400639","display_name":"RiuNet (Universitat Polit\u00e8cnica de Val\u00e8ncia)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I60053951","host_organization_name":"Universitat Polit\u00e8cnica de Val\u00e8ncia","host_organization_lineage":["https://openalex.org/I60053951"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"doi:10.1007/s12351-017-0361-2","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s12351-017-0361-2","pdf_url":"https://link.springer.com/content/pdf/10.1007/s12351-017-0361-2.pdf","source":{"id":"https://openalex.org/S140563256","display_name":"Operational Research","issn_l":"1109-2858","issn":["1109-2858","1866-1505"],"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":"Operational Research","raw_type":"journal-article"},"sustainable_development_goals":[{"score":0.4099999964237213,"id":"https://metadata.un.org/sdg/9","display_name":"Industry, innovation and infrastructure"}],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2767438523.pdf","grobid_xml":"https://content.openalex.org/works/W2767438523.grobid-xml"},"referenced_works_count":10,"referenced_works":["https://openalex.org/W1995156820","https://openalex.org/W2001227756","https://openalex.org/W2026102556","https://openalex.org/W2031827999","https://openalex.org/W2076008861","https://openalex.org/W2099069868","https://openalex.org/W2106322630","https://openalex.org/W2114599567","https://openalex.org/W2125520394","https://openalex.org/W2280636028"],"related_works":["https://openalex.org/W4327968198","https://openalex.org/W2489358856","https://openalex.org/W639967202","https://openalex.org/W2370139925","https://openalex.org/W4211157640","https://openalex.org/W2061327612","https://openalex.org/W4328096161","https://openalex.org/W2123851407","https://openalex.org/W2354734309","https://openalex.org/W3121363444"],"abstract_inverted_index":null,"counts_by_year":[{"year":2022,"cited_by_count":2},{"year":2020,"cited_by_count":1}],"updated_date":"2026-07-29T09:40:50.615796","created_date":"2025-10-10T00:00:00"}