{"id":"https://openalex.org/W2556677137","doi":"https://doi.org/10.1109/fuzz-ieee.2016.7737881","title":"A improved algorithm for fuzzy multistage portfolio optimization model","display_name":"A improved algorithm for fuzzy multistage portfolio optimization model","publication_year":2016,"publication_date":"2016-07-01","ids":{"openalex":"https://openalex.org/W2556677137","doi":"https://doi.org/10.1109/fuzz-ieee.2016.7737881","mag":"2556677137"},"language":"en","primary_location":{"id":"doi:10.1109/fuzz-ieee.2016.7737881","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fuzz-ieee.2016.7737881","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2016 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE)","raw_type":"proceedings-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/A5045954312","display_name":"Guang Yang","orcid":"https://orcid.org/0000-0002-7091-7813"},"institutions":[{"id":"https://openalex.org/I76569877","display_name":"Southeast University","ror":"https://ror.org/04ct4d772","country_code":"CN","type":"education","lineage":["https://openalex.org/I76569877"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Guang Yang","raw_affiliation_strings":["School of Economics and Management, Southeast University, Nanjing, Jiangsu, China"],"affiliations":[{"raw_affiliation_string":"School of Economics and Management, Southeast University, Nanjing, Jiangsu, China","institution_ids":["https://openalex.org/I76569877"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5048261783","display_name":"Xinwang Liu","orcid":"https://orcid.org/0000-0001-8230-8380"},"institutions":[{"id":"https://openalex.org/I76569877","display_name":"Southeast University","ror":"https://ror.org/04ct4d772","country_code":"CN","type":"education","lineage":["https://openalex.org/I76569877"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xinwang Liu","raw_affiliation_strings":["School of Economics and Management, Southeast University, Nanjing, Jiangsu, China"],"affiliations":[{"raw_affiliation_string":"School of Economics and Management, Southeast University, Nanjing, Jiangsu, China","institution_ids":["https://openalex.org/I76569877"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5045954312"],"corresponding_institution_ids":["https://openalex.org/I76569877"],"apc_list":null,"apc_paid":null,"fwci":0.3591,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.71713532,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"13","issue":null,"first_page":"1599","last_page":"1605"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9955999851226807,"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":0.9955999851226807,"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/T12709","display_name":"Optimization and Mathematical Programming","score":0.994700014591217,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems 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/T10050","display_name":"Multi-Criteria Decision Making","score":0.9617000222206116,"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/computer-science","display_name":"Computer science","score":0.6498854756355286},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6456345915794373},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6416199803352356},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.5570206642150879},{"id":"https://openalex.org/keywords/genetic-algorithm","display_name":"Genetic algorithm","score":0.49265795946121216},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.47644832730293274},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.45050930976867676},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.4455724358558655},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.18044334650039673},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.137793630361557},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.07089024782180786}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6498854756355286},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6456345915794373},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6416199803352356},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.5570206642150879},{"id":"https://openalex.org/C8880873","wikidata":"https://www.wikidata.org/wiki/Q187787","display_name":"Genetic algorithm","level":2,"score":0.49265795946121216},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.47644832730293274},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.45050930976867676},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.4455724358558655},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.18044334650039673},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.137793630361557},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.07089024782180786},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/fuzz-ieee.2016.7737881","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fuzz-ieee.2016.7737881","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2016 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":34,"referenced_works":["https://openalex.org/W1497256448","https://openalex.org/W1573610460","https://openalex.org/W1586313000","https://openalex.org/W1591559241","https://openalex.org/W1987564665","https://openalex.org/W1999651652","https://openalex.org/W2002788332","https://openalex.org/W2009702080","https://openalex.org/W2011364538","https://openalex.org/W2013023797","https://openalex.org/W2024810367","https://openalex.org/W2031148483","https://openalex.org/W2038046947","https://openalex.org/W2042594698","https://openalex.org/W2081508255","https://openalex.org/W2081509626","https://openalex.org/W2087623191","https://openalex.org/W2089559114","https://openalex.org/W2092452692","https://openalex.org/W2099867994","https://openalex.org/W2132621139","https://openalex.org/W2142159867","https://openalex.org/W2161903344","https://openalex.org/W2330022088","https://openalex.org/W2592952776","https://openalex.org/W3124944684","https://openalex.org/W3145083929","https://openalex.org/W4211007335","https://openalex.org/W4230296728","https://openalex.org/W4236670843","https://openalex.org/W6629610141","https://openalex.org/W6635000382","https://openalex.org/W6635392856","https://openalex.org/W6702266818"],"related_works":["https://openalex.org/W2363364691","https://openalex.org/W1986311305","https://openalex.org/W4360613713","https://openalex.org/W3125148470","https://openalex.org/W2768197547","https://openalex.org/W2055959038","https://openalex.org/W4206877017","https://openalex.org/W4225528185","https://openalex.org/W4327779378","https://openalex.org/W2795635811"],"abstract_inverted_index":{"This":[0],"paper":[1],"presents":[2],"an":[3],"improved":[4],"algorithm":[5,55],"for":[6,58],"multistage":[7,17],"portfolio":[8,18],"optimization":[9],"model":[10,47],"in":[11],"fuzzy":[12],"environment.":[13],"Firstly,":[14],"the":[15,45,70,73],"basic":[16],"selection":[19],"problem":[20],"is":[21,41,56,66],"introduced":[22],"by":[23],"using":[24],"multiple":[25],"criteria,":[26],"including":[27],"investment":[28],"return,":[29],"transaction":[30],"cost":[31],"and":[32],"risk.":[33],"Then,":[34],"a":[35,53,63],"TOPSIS":[36],"compromised":[37],"programming":[38],"(TOPSCP)":[39],"approach":[40],"designed":[42],"to":[43,68],"transform":[44],"proposed":[46],"into":[48],"single":[49],"objective":[50],"model.":[51],"Finally,":[52],"genetic":[54],"devised":[57],"obtaining":[59],"optimal":[60],"solutions.":[61],"Furthermore,":[62],"numerical":[64],"example":[65],"given":[67],"illustrate":[69],"advantages":[71],"of":[72],"algorithm.":[74]},"counts_by_year":[{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
