{"id":"https://openalex.org/W2937997794","doi":"https://doi.org/10.1109/fskd.2018.8687255","title":"Fuzzy Portfolio decision model of stock investment based on interval-valued return and risk","display_name":"Fuzzy Portfolio decision model of stock investment based on interval-valued return and risk","publication_year":2018,"publication_date":"2018-07-01","ids":{"openalex":"https://openalex.org/W2937997794","doi":"https://doi.org/10.1109/fskd.2018.8687255","mag":"2937997794"},"language":"en","primary_location":{"id":"doi:10.1109/fskd.2018.8687255","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fskd.2018.8687255","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2018 14th International Conference on Natural Computation, Fuzzy Systems and Knowledge Discovery (ICNC-FSKD)","raw_type":"proceedings-article"},"type":"conference-paper","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/A5023527569","display_name":"Qiansheng Zhang","orcid":"https://orcid.org/0000-0003-2449-6226"},"institutions":[{"id":"https://openalex.org/I186272606","display_name":"Guangdong University of Foreign Studies","ror":"https://ror.org/00fhc9y79","country_code":"CN","type":"education","lineage":["https://openalex.org/I186272606"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Qiansheng Zhang","raw_affiliation_strings":["School of Fiance, Guangdong University of Foreign Studies, Guangzhou, 510006, China","School of Fiance, Guangdong University of Foreign Studies, Guangzhou, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Fiance, Guangdong University of Foreign Studies, Guangzhou, 510006, China","institution_ids":["https://openalex.org/I186272606"]},{"raw_affiliation_string":"School of Fiance, Guangdong University of Foreign Studies, Guangzhou, China","institution_ids":["https://openalex.org/I186272606"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5039128978","display_name":"Peiru Ke","orcid":null},"institutions":[{"id":"https://openalex.org/I186272606","display_name":"Guangdong University of Foreign Studies","ror":"https://ror.org/00fhc9y79","country_code":"CN","type":"education","lineage":["https://openalex.org/I186272606"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Peiru Ke","raw_affiliation_strings":["School of Fiance, Guangdong University of Foreign Studies, Guangzhou, 510006, China","School of Fiance, Guangdong University of Foreign Studies, Guangzhou, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Fiance, Guangdong University of Foreign Studies, Guangzhou, 510006, China","institution_ids":["https://openalex.org/I186272606"]},{"raw_affiliation_string":"School of Fiance, Guangdong University of Foreign Studies, Guangzhou, China","institution_ids":["https://openalex.org/I186272606"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5004082570","display_name":"Yanping Pan","orcid":null},"institutions":[{"id":"https://openalex.org/I186272606","display_name":"Guangdong University of Foreign Studies","ror":"https://ror.org/00fhc9y79","country_code":"CN","type":"education","lineage":["https://openalex.org/I186272606"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yanping Pan","raw_affiliation_strings":["School of Fiance, Guangdong University of Foreign Studies, Guangzhou, 510006, China","School of Fiance, Guangdong University of Foreign Studies, Guangzhou, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Fiance, Guangdong University of Foreign Studies, Guangzhou, 510006, China","institution_ids":["https://openalex.org/I186272606"]},{"raw_affiliation_string":"School of Fiance, Guangdong University of Foreign Studies, Guangzhou, China","institution_ids":["https://openalex.org/I186272606"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I186272606"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"631","last_page":"635"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9958000183105469,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.9958000183105469,"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/T11801","display_name":"Reservoir Engineering and Simulation Methods","score":0.9728999733924866,"subfield":{"id":"https://openalex.org/subfields/2212","display_name":"Ocean Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9620000123977661,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.6839909553527832},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6642249226570129},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5830459594726562},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.515458881855011},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.48282966017723083},{"id":"https://openalex.org/keywords/modern-portfolio-theory","display_name":"Modern portfolio theory","score":0.4682271182537079},{"id":"https://openalex.org/keywords/fuzzy-set","display_name":"Fuzzy set","score":0.45530053973197937},{"id":"https://openalex.org/keywords/investment-strategy","display_name":"Investment strategy","score":0.45227038860321045},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4462326467037201},{"id":"https://openalex.org/keywords/post-modern-portfolio-theory","display_name":"Post-modern portfolio theory","score":0.4403195381164551},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.4289637506008148},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.4196774661540985},{"id":"https://openalex.org/keywords/risk-appetite","display_name":"Risk appetite","score":0.41669487953186035},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3535160422325134},{"id":"https://openalex.org/keywords/replicating-portfolio","display_name":"Replicating portfolio","score":0.3533284068107605},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3416161835193634},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3376122713088989},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.25783300399780273},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.13396942615509033},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.114452064037323},{"id":"https://openalex.org/keywords/market-liquidity","display_name":"Market liquidity","score":0.08651778101921082},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.08074188232421875}],"concepts":[{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.6839909553527832},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6642249226570129},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5830459594726562},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.515458881855011},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.48282966017723083},{"id":"https://openalex.org/C9725762","wikidata":"https://www.wikidata.org/wiki/Q1072885","display_name":"Modern portfolio theory","level":3,"score":0.4682271182537079},{"id":"https://openalex.org/C42011625","wikidata":"https://www.wikidata.org/wiki/Q1055058","display_name":"Fuzzy set","level":3,"score":0.45530053973197937},{"id":"https://openalex.org/C103144560","wikidata":"https://www.wikidata.org/wiki/Q2670999","display_name":"Investment strategy","level":3,"score":0.45227038860321045},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4462326467037201},{"id":"https://openalex.org/C67051015","wikidata":"https://www.wikidata.org/wiki/Q7233558","display_name":"Post-modern portfolio theory","level":5,"score":0.4403195381164551},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.4289637506008148},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.4196774661540985},{"id":"https://openalex.org/C112723951","wikidata":"https://www.wikidata.org/wiki/Q7336262","display_name":"Risk appetite","level":3,"score":0.41669487953186035},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3535160422325134},{"id":"https://openalex.org/C21099588","wikidata":"https://www.wikidata.org/wiki/Q7314068","display_name":"Replicating portfolio","level":4,"score":0.3533284068107605},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3416161835193634},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3376122713088989},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.25783300399780273},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.13396942615509033},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.114452064037323},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.08651778101921082},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.08074188232421875},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"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:10.1109/fskd.2018.8687255","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fskd.2018.8687255","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2018 14th International Conference on Natural Computation, Fuzzy Systems and Knowledge Discovery (ICNC-FSKD)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":4,"referenced_works":["https://openalex.org/W1965024868","https://openalex.org/W1988279472","https://openalex.org/W2046543041","https://openalex.org/W6807091881"],"related_works":["https://openalex.org/W2612189809","https://openalex.org/W4327968198","https://openalex.org/W2342245948","https://openalex.org/W2375648360","https://openalex.org/W2111724235","https://openalex.org/W4238892808","https://openalex.org/W3121363444","https://openalex.org/W639967202","https://openalex.org/W4378220184","https://openalex.org/W2521485131"],"abstract_inverted_index":{"In":[0],"view":[1],"of":[2,11,26,71,86,107],"the":[3,6,69,72,77,87,96],"fact":[4],"that":[5],"returns":[7],"and":[8,29,45,60,112],"risk":[9,25,43,47,58,106],"data":[10,70],"stock":[12,27,64,108],"market":[13],"are":[14],"often":[15],"incomplete,":[16],"this":[17],"paper":[18],"presents":[19],"a":[20,31],"calculation":[21],"method":[22],"for":[23,63],"semi-variance":[24,42,105],"investment":[28,39,115],"designs":[30],"new":[32],"fuzzy":[33,98],"portfolio":[34,54,90,99],"decision":[35,100],"model":[36,101],"based":[37,102],"on":[38,103],"return":[40],"interval,":[41],"interval":[44],"different":[46],"preference,":[48],"which":[49],"can":[50],"provide":[51],"some":[52],"optimal":[53],"solutions":[55],"with":[56],"personal":[57],"appetite":[59],"maximum":[61],"utility":[62],"investors.":[65],"Finally,":[66],"we":[67],"use":[68],"40":[73],"sample":[74],"stocks":[75],"in":[76],"Shanghai":[78],"180":[79],"Index":[80],"to":[81],"do":[82],"empirical":[83],"comparative":[84],"analysis":[85],"enhanced":[88],"interval-valued":[89,104],"models.":[91],"The":[92],"numerical":[93],"results":[94],"show":[95],"presented":[97],"has":[109],"good":[110],"performance":[111],"great":[113],"practical":[114],"value.":[116]},"counts_by_year":[],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}