{"id":"https://openalex.org/W4412404138","doi":"https://doi.org/10.1109/tsmc.2025.3578997","title":"Prospect Theory-Based Portfolio Selection Using Multiple Fuzzy Reference Intervals","display_name":"Prospect Theory-Based Portfolio Selection Using Multiple Fuzzy Reference Intervals","publication_year":2025,"publication_date":"2025-07-14","ids":{"openalex":"https://openalex.org/W4412404138","doi":"https://doi.org/10.1109/tsmc.2025.3578997"},"language":"en","primary_location":{"id":"doi:10.1109/tsmc.2025.3578997","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsmc.2025.3578997","pdf_url":null,"source":{"id":"https://openalex.org/S4210209078","display_name":"IEEE Transactions on Systems Man and Cybernetics Systems","issn_l":"2168-2216","issn":["2168-2216","2168-2232"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Systems, Man, and Cybernetics: Systems","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://pure.tue.nl/ws/files/376514642/Prospect_Theory-Based_Portfolio_Selection_Using_Multiple_Fuzzy_Reference_Intervals.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5036275375","display_name":"Xianhe Wang","orcid":"https://orcid.org/0000-0002-0344-4200"},"institutions":[{"id":"https://openalex.org/I14243506","display_name":"Hong Kong Polytechnic University","ror":"https://ror.org/0030zas98","country_code":"HK","type":"education","lineage":["https://openalex.org/I14243506"]}],"countries":["HK"],"is_corresponding":true,"raw_author_name":"Xianhe Wang","raw_affiliation_strings":["Department of Industrial and Systems Engineering, Research Institute for Advanced Manufacturing, The Hong Kong Polytechnic University, Hong Kong, China"],"affiliations":[{"raw_affiliation_string":"Department of Industrial and Systems Engineering, Research Institute for Advanced Manufacturing, The Hong Kong Polytechnic University, Hong Kong, China","institution_ids":["https://openalex.org/I14243506"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100408156","display_name":"Bo Wang","orcid":"https://orcid.org/0000-0002-9264-9741"},"institutions":[{"id":"https://openalex.org/I881766915","display_name":"Nanjing University","ror":"https://ror.org/01rxvg760","country_code":"CN","type":"education","lineage":["https://openalex.org/I881766915"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Bo Wang","raw_affiliation_strings":["School of Management and Engineering, Nanjing University, Nanjing, China"],"affiliations":[{"raw_affiliation_string":"School of Management and Engineering, Nanjing University, Nanjing, China","institution_ids":["https://openalex.org/I881766915"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5034461873","display_name":"Long Teng","orcid":"https://orcid.org/0000-0003-4853-3255"},"institutions":[{"id":"https://openalex.org/I14243506","display_name":"Hong Kong Polytechnic University","ror":"https://ror.org/0030zas98","country_code":"HK","type":"education","lineage":["https://openalex.org/I14243506"]}],"countries":["HK"],"is_corresponding":false,"raw_author_name":"Long Teng","raw_affiliation_strings":["Department of Industrial and Systems Engineering, Research Institute for Advanced Manufacturing, The Hong Kong Polytechnic University, Hong Kong, China"],"affiliations":[{"raw_affiliation_string":"Department of Industrial and Systems Engineering, Research Institute for Advanced Manufacturing, The Hong Kong Polytechnic University, Hong Kong, China","institution_ids":["https://openalex.org/I14243506"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5059325642","display_name":"Yaoxin Wu","orcid":"https://orcid.org/0000-0002-3625-6599"},"institutions":[{"id":"https://openalex.org/I83019370","display_name":"Eindhoven University of Technology","ror":"https://ror.org/02c2kyt77","country_code":"NL","type":"education","lineage":["https://openalex.org/I83019370"]}],"countries":["NL"],"is_corresponding":false,"raw_author_name":"Yaoxin Wu","raw_affiliation_strings":["Department of Information Systems, Faculty of Industrial Engineering and Innovation Sciences, Eindhoven University of Technology, Eindhoven, The Netherlands"],"affiliations":[{"raw_affiliation_string":"Department of Information Systems, Faculty of Industrial Engineering and Innovation Sciences, Eindhoven University of Technology, Eindhoven, The Netherlands","institution_ids":["https://openalex.org/I83019370"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5036275375"],"corresponding_institution_ids":["https://openalex.org/I14243506"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.19894792,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"55","issue":"10","first_page":"7100","last_page":"7114"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10050","display_name":"Multi-Criteria Decision Making","score":0.8873000144958496,"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/T10050","display_name":"Multi-Criteria Decision Making","score":0.8873000144958496,"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/selection","display_name":"Selection (genetic algorithm)","score":0.7136881351470947},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.673225462436676},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.525265634059906},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.5206905603408813},{"id":"https://openalex.org/keywords/modern-portfolio-theory","display_name":"Modern portfolio theory","score":0.45956164598464966},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2657461166381836},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.24549847841262817},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.1342187225818634}],"concepts":[{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.7136881351470947},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.673225462436676},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.525265634059906},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.5206905603408813},{"id":"https://openalex.org/C9725762","wikidata":"https://www.wikidata.org/wiki/Q1072885","display_name":"Modern portfolio theory","level":3,"score":0.45956164598464966},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2657461166381836},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.24549847841262817},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.1342187225818634}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1109/tsmc.2025.3578997","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsmc.2025.3578997","pdf_url":null,"source":{"id":"https://openalex.org/S4210209078","display_name":"IEEE Transactions on Systems Man and Cybernetics Systems","issn_l":"2168-2216","issn":["2168-2216","2168-2232"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Systems, Man, and Cybernetics: Systems","raw_type":"journal-article"},{"id":"pmh:oai:ira.lib.polyu.edu.hk:10397/115471","is_oa":false,"landing_page_url":"http://hdl.handle.net/10397/115471","pdf_url":null,"source":{"id":"https://openalex.org/S4306400205","display_name":"PolyU Institutional Research Archive (Hong Kong Polytechnic University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I14243506","host_organization_name":"Hong Kong Polytechnic University","host_organization_lineage":["https://openalex.org/I14243506"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"Journal/Magazine Article"},{"id":"pmh:oai:pure.tue.nl:openaire_cris_publications/5cc5ac46-6a72-4e3b-9ac6-22c03da8d42d","is_oa":true,"landing_page_url":"https://research.tue.nl/en/publications/5cc5ac46-6a72-4e3b-9ac6-22c03da8d42d","pdf_url":"https://pure.tue.nl/ws/files/376514642/Prospect_Theory-Based_Portfolio_Selection_Using_Multiple_Fuzzy_Reference_Intervals.pdf","source":{"id":"https://openalex.org/S4406922641","display_name":"TU/e Research Portal","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Wang, X, Wang, B, Teng, L & Wu, Y 2025, 'Prospect Theory-Based Portfolio Selection Using Multiple Fuzzy Reference Intervals', IEEE Transactions on Systems, Man, and Cybernetics: Systems, vol. 55, no. 10, pp. 7100-7114. https://doi.org/10.1109/TSMC.2025.3578997","raw_type":"info:eu-repo/semantics/publishedVersion"}],"best_oa_location":{"id":"pmh:oai:pure.tue.nl:openaire_cris_publications/5cc5ac46-6a72-4e3b-9ac6-22c03da8d42d","is_oa":true,"landing_page_url":"https://research.tue.nl/en/publications/5cc5ac46-6a72-4e3b-9ac6-22c03da8d42d","pdf_url":"https://pure.tue.nl/ws/files/376514642/Prospect_Theory-Based_Portfolio_Selection_Using_Multiple_Fuzzy_Reference_Intervals.pdf","source":{"id":"https://openalex.org/S4406922641","display_name":"TU/e Research Portal","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Wang, X, Wang, B, Teng, L & Wu, Y 2025, 'Prospect Theory-Based Portfolio Selection Using Multiple Fuzzy Reference Intervals', IEEE Transactions on Systems, Man, and Cybernetics: Systems, vol. 55, no. 10, pp. 7100-7114. https://doi.org/10.1109/TSMC.2025.3578997","raw_type":"info:eu-repo/semantics/publishedVersion"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320322598","display_name":"Hong Kong Polytechnic University","ror":"https://ror.org/0030zas98"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4412404138.pdf","grobid_xml":"https://content.openalex.org/works/W4412404138.grobid-xml"},"referenced_works_count":53,"referenced_works":["https://openalex.org/W1573610460","https://openalex.org/W1832381054","https://openalex.org/W1854387684","https://openalex.org/W1967136603","https://openalex.org/W1974379101","https://openalex.org/W2002494977","https://openalex.org/W2013185613","https://openalex.org/W2031423041","https://openalex.org/W2038865108","https://openalex.org/W2041946752","https://openalex.org/W2108053256","https://openalex.org/W2128530362","https://openalex.org/W2138053063","https://openalex.org/W2152195021","https://openalex.org/W2573137292","https://openalex.org/W2806251709","https://openalex.org/W2808794355","https://openalex.org/W2889529930","https://openalex.org/W2907195624","https://openalex.org/W2934097297","https://openalex.org/W3011865677","https://openalex.org/W3013056622","https://openalex.org/W3023300811","https://openalex.org/W3083577467","https://openalex.org/W3086508552","https://openalex.org/W3100054238","https://openalex.org/W3106318865","https://openalex.org/W3121514991","https://openalex.org/W3124876424","https://openalex.org/W3128535618","https://openalex.org/W3140063417","https://openalex.org/W3140356090","https://openalex.org/W3173204811","https://openalex.org/W3179958725","https://openalex.org/W3191630563","https://openalex.org/W3206279412","https://openalex.org/W3215970907","https://openalex.org/W4206933630","https://openalex.org/W4224300633","https://openalex.org/W4226190426","https://openalex.org/W4285806325","https://openalex.org/W4293143812","https://openalex.org/W4293874410","https://openalex.org/W4309579542","https://openalex.org/W4316136030","https://openalex.org/W4318480536","https://openalex.org/W4386689328","https://openalex.org/W4386945827","https://openalex.org/W4387609112","https://openalex.org/W4388441615","https://openalex.org/W4390533290","https://openalex.org/W4390660050","https://openalex.org/W4400560122"],"related_works":["https://openalex.org/W2363364691","https://openalex.org/W3123572919","https://openalex.org/W2612189809","https://openalex.org/W2084744418","https://openalex.org/W2111724235","https://openalex.org/W2617530030","https://openalex.org/W2150112933","https://openalex.org/W4327779378","https://openalex.org/W2123851407","https://openalex.org/W1995326659"],"abstract_inverted_index":{"Portfolio":[0],"selection":[1,81],"stands":[2],"as":[3],"a":[4,40,65,78,86,131],"paramount":[5],"concern":[6],"within":[7],"the":[8,18,25,31,101,122,125],"realm":[9],"of":[10,21,27,33,92,104,109,124],"decision-making":[11],"and":[12,24,51,59,73,94],"management":[13],"engineering.":[14],"However,":[15],"owing":[16],"to":[17,45,52,99],"inherent":[19],"intricacies":[20],"capital":[22],"markets":[23],"presence":[26],"irrational":[28],"investor":[29,48],"behaviors,":[30],"attainment":[32],"predefined":[34],"investment":[35,54],"objectives":[36],"by":[37],"investors":[38],"remains":[39],"formidable":[41],"challenge.":[42],"In":[43,84],"order":[44],"comprehensively":[46],"depict":[47],"behavior":[49],"patterns":[50],"provide":[53],"guidance":[55],"in":[56],"highly":[57],"uncertain":[58],"volatile":[60],"markets,":[61],"this":[62,105,110],"study":[63,117],"introduces":[64],"novel":[66,79],"fuzzy":[67],"model":[68,111],"for":[69],"representing":[70],"prospect":[71],"theory":[72],"based":[74],"on":[75],"this,":[76],"develops":[77],"portfolio":[80],"optimization":[82,90],"framework.":[83],"addition,":[85],"new":[87],"particle":[88],"swarm":[89],"consists":[91],"adaptive":[93],"cooperative":[95],"strategy":[96],"is":[97,112,128],"proposed":[98],"find":[100],"optimal":[102],"solution":[103,126],"model.":[106],"The":[107],"effectiveness":[108],"validated":[113],"through":[114,130],"two":[115],"case":[116,135],"utilizing":[118],"real-market":[119],"data,":[120],"while":[121],"efficiency":[123],"algorithm":[127],"confirmed":[129],"test":[132],"fitness":[133],"functions-based":[134],"study.":[136]},"counts_by_year":[],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2025-10-10T00:00:00"}
