{"id":"https://openalex.org/W2157384043","doi":"https://doi.org/10.1109/fuzzy.2011.6007314","title":"Building a fuzzy multi-objective portfolio selection model with distinct risk measurements","display_name":"Building a fuzzy multi-objective portfolio selection model with distinct risk measurements","publication_year":2011,"publication_date":"2011-06-01","ids":{"openalex":"https://openalex.org/W2157384043","doi":"https://doi.org/10.1109/fuzzy.2011.6007314","mag":"2157384043"},"language":"en","primary_location":{"id":"doi:10.1109/fuzzy.2011.6007314","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fuzzy.2011.6007314","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2011 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE 2011)","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/A5100401812","display_name":"You Li","orcid":"https://orcid.org/0000-0001-7093-5862"},"institutions":[{"id":"https://openalex.org/I150744194","display_name":"Waseda University","ror":"https://ror.org/00ntfnx83","country_code":"JP","type":"education","lineage":["https://openalex.org/I150744194"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"You Li","raw_affiliation_strings":["Graduate School of Information, Production and Systems, Waseda University, Kitakyushu, Japan"],"affiliations":[{"raw_affiliation_string":"Graduate School of Information, Production and Systems, Waseda University, Kitakyushu, Japan","institution_ids":["https://openalex.org/I150744194"]}]},{"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/I150744194","display_name":"Waseda University","ror":"https://ror.org/00ntfnx83","country_code":"JP","type":"education","lineage":["https://openalex.org/I150744194"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Bo Wang","raw_affiliation_strings":["Graduate School of Information, Production and Systems, Waseda University, Kitakyushu, Japan"],"affiliations":[{"raw_affiliation_string":"Graduate School of Information, Production and Systems, Waseda University, Kitakyushu, Japan","institution_ids":["https://openalex.org/I150744194"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5036511259","display_name":"Junzo Watada","orcid":"https://orcid.org/0000-0002-3322-2086"},"institutions":[{"id":"https://openalex.org/I150744194","display_name":"Waseda University","ror":"https://ror.org/00ntfnx83","country_code":"JP","type":"education","lineage":["https://openalex.org/I150744194"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Junzo Watada","raw_affiliation_strings":["Graduate School of Information, Production and Systems, Waseda University, Kitakyushu, Japan"],"affiliations":[{"raw_affiliation_string":"Graduate School of Information, Production and Systems, Waseda University, Kitakyushu, Japan","institution_ids":["https://openalex.org/I150744194"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5100401812"],"corresponding_institution_ids":["https://openalex.org/I150744194"],"apc_list":null,"apc_paid":null,"fwci":1.2292,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":{"value":0.82563922,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"1","issue":null,"first_page":"1096","last_page":"1102"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9991999864578247,"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":0.9991999864578247,"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":0.9988999962806702,"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/T10050","display_name":"Multi-Criteria Decision Making","score":0.9934999942779541,"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":0.7595468759536743},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.6863741278648376},{"id":"https://openalex.org/keywords/particle-swarm-optimization","display_name":"Particle swarm optimization","score":0.6573294401168823},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6287567615509033},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.5779455304145813},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.5768418312072754},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5609726905822754},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.47454366087913513},{"id":"https://openalex.org/keywords/modern-portfolio-theory","display_name":"Modern portfolio theory","score":0.43985167145729065},{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.4276404082775116},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.25932547450065613},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.2427995204925537},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2309407889842987},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.08348193764686584},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.07450667023658752}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7595468759536743},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.6863741278648376},{"id":"https://openalex.org/C85617194","wikidata":"https://www.wikidata.org/wiki/Q2072794","display_name":"Particle swarm optimization","level":2,"score":0.6573294401168823},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6287567615509033},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.5779455304145813},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.5768418312072754},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5609726905822754},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.47454366087913513},{"id":"https://openalex.org/C9725762","wikidata":"https://www.wikidata.org/wiki/Q1072885","display_name":"Modern portfolio theory","level":3,"score":0.43985167145729065},{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.4276404082775116},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.25932547450065613},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.2427995204925537},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2309407889842987},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.08348193764686584},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.07450667023658752},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/fuzzy.2011.6007314","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fuzzy.2011.6007314","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2011 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE 2011)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Peace, Justice and strong institutions","id":"https://metadata.un.org/sdg/16","score":0.7099999785423279}],"awards":[],"funders":[{"id":"https://openalex.org/F4320322638","display_name":"Waseda University","ror":"https://ror.org/00ntfnx83"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W608564597","https://openalex.org/W1506062081","https://openalex.org/W1542788557","https://openalex.org/W1551275368","https://openalex.org/W1694533536","https://openalex.org/W1974385937","https://openalex.org/W1999527445","https://openalex.org/W2010969505","https://openalex.org/W2030614909","https://openalex.org/W2033983603","https://openalex.org/W2041118443","https://openalex.org/W2044459470","https://openalex.org/W2055385756","https://openalex.org/W2073436279","https://openalex.org/W2106698383","https://openalex.org/W2108053256","https://openalex.org/W2123851407","https://openalex.org/W2128530362","https://openalex.org/W2128720222","https://openalex.org/W2137724915","https://openalex.org/W2151916800","https://openalex.org/W2152195021","https://openalex.org/W2154589806","https://openalex.org/W2157791744","https://openalex.org/W2157959426","https://openalex.org/W2170206178","https://openalex.org/W4236670843","https://openalex.org/W4249936906","https://openalex.org/W4285719527","https://openalex.org/W6678936255"],"related_works":["https://openalex.org/W1986311305","https://openalex.org/W4360613713","https://openalex.org/W3123572919","https://openalex.org/W4327779378","https://openalex.org/W2221832056","https://openalex.org/W3144753570","https://openalex.org/W4206877017","https://openalex.org/W2316055288","https://openalex.org/W4225528185","https://openalex.org/W2367990330"],"abstract_inverted_index":{"Based":[0],"on":[1],"portfolio":[2,136],"selection":[3,59,76,137],"theory,":[4],"this":[5,93],"study":[6],"pro":[7],"poses":[8],"an":[9,95],"improved":[10,96],"fuzzy":[11,34],"multi-objective":[12,135],"model":[13,80,113,127],"that":[14,125],"can":[15,51,81],"evaluate":[16,40],"the":[17,23,27,32,41,54,67,75,105,111,126,134],"invest":[18],"risk":[19],"exactly":[20],"and":[21,114,128],"increase":[22],"probability":[24],"of":[25,47,57],"obtaining":[26],"expected":[28],"return.":[29],"In":[30],"building":[31],"model,":[33,94],"Value-at-Risk":[35],"(VaR)":[36],"is":[37,71,101],"used":[38],"to":[39,73,103],"exact":[42],"future":[43],"risk,":[44],"in":[45,88,132],"term":[46],"loss.":[48],"The":[49],"VaR":[50],"directly":[52],"reflect":[53],"greatest":[55],"loss":[56],"a":[58,62],"case":[60],"under":[61],"given":[63],"confidence":[64],"level.":[65],"On":[66],"other":[68],"hand,":[69],"variance":[70],"utilized":[72],"make":[74],"more":[77,85],"stable.":[78],"This":[79],"provide":[82],"investors":[83],"with":[84],"significant":[86],"information":[87],"decision-making.":[89],"To":[90],"better":[91],"solve":[92],"particle":[97],"swarm":[98],"optimization":[99],"algorithm":[100,115,129],"designed":[102],"mitigate":[104],"conventional":[106],"local":[107],"convergence":[108],"problem.":[109,138],"Finally,":[110],"proposed":[112],"are":[116,130],"exemplified":[117],"by":[118],"some":[119],"numerical":[120],"examples.":[121],"Experiment":[122],"results":[123],"show":[124],"effective":[131],"solving":[133]},"counts_by_year":[{"year":2020,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2012,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}