{"id":"https://openalex.org/W2887292386","doi":"https://doi.org/10.3233/jifs-17962","title":"The fuzzy tri-objective mean-semivariance-entropy portfolio model with layer-by-layer tolerance evaluation method paper","display_name":"The fuzzy tri-objective mean-semivariance-entropy portfolio model with layer-by-layer tolerance evaluation method paper","publication_year":2018,"publication_date":"2018-08-07","ids":{"openalex":"https://openalex.org/W2887292386","doi":"https://doi.org/10.3233/jifs-17962","mag":"2887292386"},"language":"en","primary_location":{"id":"doi:10.3233/jifs-17962","is_oa":false,"landing_page_url":"https://doi.org/10.3233/jifs-17962","pdf_url":null,"source":{"id":"https://openalex.org/S179157397","display_name":"Journal of Intelligent & Fuzzy Systems","issn_l":"1064-1246","issn":["1064-1246","1875-8967"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Intelligent & Fuzzy Systems","raw_type":"journal-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/A5025440256","display_name":"Xue Deng","orcid":"https://orcid.org/0000-0002-1151-888X"},"institutions":[{"id":"https://openalex.org/I90610280","display_name":"South China University of Technology","ror":"https://ror.org/0530pts50","country_code":"CN","type":"education","lineage":["https://openalex.org/I90610280"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Xue Deng","raw_affiliation_strings":["School of Mathematics, South China University of Technology, Guangzhou, China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics, South China University of Technology, Guangzhou, China","institution_ids":["https://openalex.org/I90610280"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5023843336","display_name":"Jian Song","orcid":"https://orcid.org/0009-0001-2471-699X"},"institutions":[{"id":"https://openalex.org/I90610280","display_name":"South China University of Technology","ror":"https://ror.org/0530pts50","country_code":"CN","type":"education","lineage":["https://openalex.org/I90610280"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jian Song","raw_affiliation_strings":["School of Mathematics, South China University of Technology, Guangzhou, China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics, South China University of Technology, Guangzhou, China","institution_ids":["https://openalex.org/I90610280"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101994862","display_name":"Junfeng Zhao","orcid":"https://orcid.org/0000-0001-6581-4345"},"institutions":[{"id":"https://openalex.org/I4210092267","display_name":"Guangdong Industry Technical College","ror":"https://ror.org/00dre6z66","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210092267"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Junfeng Zhao","raw_affiliation_strings":["Department of Mechanical Engineering, Guangdong College of Industry and Commerce, Guangzhou, China"],"affiliations":[{"raw_affiliation_string":"Department of Mechanical Engineering, Guangdong College of Industry and Commerce, Guangzhou, China","institution_ids":["https://openalex.org/I4210092267"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5027224656","display_name":"Zhongfei Li","orcid":"https://orcid.org/0000-0002-4922-1504"},"institutions":[{"id":"https://openalex.org/I157773358","display_name":"Sun Yat-sen University","ror":"https://ror.org/0064kty71","country_code":"CN","type":"education","lineage":["https://openalex.org/I157773358"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zhongfei Li","raw_affiliation_strings":["Business School, Sun Yat-Sen University, Guangzhou, China","E-mail:"],"affiliations":[{"raw_affiliation_string":"Business School, Sun Yat-Sen University, Guangzhou, China","institution_ids":["https://openalex.org/I157773358"]},{"raw_affiliation_string":"E-mail:","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5025440256"],"corresponding_institution_ids":["https://openalex.org/I90610280"],"apc_list":null,"apc_paid":null,"fwci":0.6353,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.73349539,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":"35","issue":"2","first_page":"2391","last_page":"2401"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10050","display_name":"Multi-Criteria Decision Making","score":0.9984999895095825,"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":0.9984999895095825,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.9976999759674072,"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":0.9955999851226807,"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/semivariance","display_name":"Semivariance","score":0.8905803561210632},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.5400934815406799},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5331807732582092},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5054254531860352},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5013296604156494},{"id":"https://openalex.org/keywords/entropy","display_name":"Entropy (arrow of time)","score":0.4481927752494812},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4038745164871216},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3968583941459656},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.22681036591529846},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.20334532856941223},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.18999603390693665},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.12141445279121399}],"concepts":[{"id":"https://openalex.org/C113505986","wikidata":"https://www.wikidata.org/wiki/Q2269270","display_name":"Semivariance","level":3,"score":0.8905803561210632},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.5400934815406799},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5331807732582092},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5054254531860352},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5013296604156494},{"id":"https://openalex.org/C106301342","wikidata":"https://www.wikidata.org/wiki/Q4117933","display_name":"Entropy (arrow of time)","level":2,"score":0.4481927752494812},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4038745164871216},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3968583941459656},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.22681036591529846},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.20334532856941223},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.18999603390693665},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.12141445279121399},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C94747663","wikidata":"https://www.wikidata.org/wiki/Q7574086","display_name":"Spatial variability","level":2,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.3233/jifs-17962","is_oa":false,"landing_page_url":"https://doi.org/10.3233/jifs-17962","pdf_url":null,"source":{"id":"https://openalex.org/S179157397","display_name":"Journal of Intelligent & Fuzzy Systems","issn_l":"1064-1246","issn":["1064-1246","1875-8967"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Intelligent & Fuzzy Systems","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/10","display_name":"Reduced inequalities","score":0.6000000238418579}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":35,"referenced_works":["https://openalex.org/W1978470383","https://openalex.org/W1978479330","https://openalex.org/W1981780103","https://openalex.org/W1983162828","https://openalex.org/W1984486609","https://openalex.org/W2007551252","https://openalex.org/W2010969505","https://openalex.org/W2024810367","https://openalex.org/W2030464587","https://openalex.org/W2038865108","https://openalex.org/W2050144362","https://openalex.org/W2055324899","https://openalex.org/W2071016007","https://openalex.org/W2073436279","https://openalex.org/W2073567223","https://openalex.org/W2090822694","https://openalex.org/W2107845038","https://openalex.org/W2142640031","https://openalex.org/W2148083797","https://openalex.org/W2154589806","https://openalex.org/W2157791744","https://openalex.org/W2216812937","https://openalex.org/W2266148845","https://openalex.org/W2345954292","https://openalex.org/W2513225097","https://openalex.org/W2612666848","https://openalex.org/W2795413297","https://openalex.org/W2993706351","https://openalex.org/W3145083929","https://openalex.org/W4206830167","https://openalex.org/W4230588984","https://openalex.org/W4249417752","https://openalex.org/W4254329280","https://openalex.org/W4292158025","https://openalex.org/W6807091881"],"related_works":["https://openalex.org/W4388417379","https://openalex.org/W2464794233","https://openalex.org/W1555644407","https://openalex.org/W2097218995","https://openalex.org/W1557452737","https://openalex.org/W4323028429","https://openalex.org/W2084157330","https://openalex.org/W4283035121","https://openalex.org/W4251828876","https://openalex.org/W3121544459"],"abstract_inverted_index":{"In":[0],"a":[1,55,70],"complex":[2],"financial":[3],"market,":[4],"people":[5],"pay":[6],"more":[7],"attention":[8],"to":[9,61,75],"the":[10,34,47,63,77,80,99,106,112,116],"portfolio":[11,38],"selection":[12],"model":[13,39,65,81],"in":[14,30,66,85,92,105],"some":[15],"fuzzy":[16,35,51],"environment.":[17],"Some":[18],"properties":[19],"and":[20,24,28,82,119],"definitions":[21],"of":[22,79,108,127],"semivariance":[23],"entropy":[25],"are":[26,50,89,122],"given":[27,74],"proved":[29],"this":[31,67,86],"paper.":[32,68,87],"Then,":[33],"tri-objective":[36],"mean-semivariance-entropy":[37],"is":[40,73,97,103,114],"proposed":[41,64,84,94],"based":[42],"on":[43],"credibility":[44],"theory":[45],"when":[46],"return":[48],"rates":[49],"numbers.":[52],"We":[53],"present":[54],"novel":[56],"layer-by-layer":[57],"tolerance":[58],"evaluation":[59,100],"method":[60,83],"solve":[62],"Finally,":[69],"numerical":[71],"example":[72],"illustrate":[76],"effectiveness":[78],"There":[88],"two":[90],"improvements":[91],"our":[93],"method:":[95],"one":[96],"that":[98,115],"function":[101,129],"idea":[102],"considered":[104],"process":[107],"laying":[109],"objective":[110,128],"functions;":[111],"other":[113],"preference":[117],"degree":[118],"subjective":[120],"wills":[121],"presented":[123],"by":[124],"tolerant":[125],"amounts":[126],"values.":[130]},"counts_by_year":[{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}