Multi-objective Mathematical Model for Asset Portfolio Selection using Neutrosophic Goal Programming Technique [PDF]
Neutrosophic Sets and Systems, 2022 In this paper we have considered a multi-objective asset portfolio selection optimization model with the objectives maximization of the expected return of the portfolio and simultaneously minimizing the overall risk of the asset portfolio.
Rahul Chaudhury, Sahidul Islam
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Barekeng, 2021 In the globalization era, almost everyone uses the telecommunications in everyday life. The dependence on telecommunication service provider forces the service provider industry to expand the network and offer affordable promotions for all levels of the ...
Charlitta Fhilya +2 more
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Neutrosophic Goal Geometric Programming Problem based on Geometric Mean Method and its Application [PDF]
Neutrosophic Sets and Systems, 2018 This paper describes neutrosophic goal geometric programming method, a new concept to solve multi-objective non-linear optimization problem under uncertainty.
Sahidul Islam, Tanmay Kundu
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Countries Classification According to Covid-19 Data, Based on Aged-65 and Older, Using Multi-Objective Mathematical Goal Programming Model [PDF]
المجلة العلمية للدراسات والبحوث المالية والتجارية, 2023 Stratified random sampling is an efficient sampling technique for estimating the characteristics of a population. Identifying stratum borders and allocating sample size to strata are two of the most critical components for increasing estimate accuracy ...
Fatma Abo El-Hassan +3 more
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Healthcare Analytics, 2023 Uncertainty in blood supply and demand has proven to be a massive barrier to developing an efficient blood supply chain system. Recent literature has observed blood units’ profligacy and deficiency of approximately 20% and 14%, respectively, due to a ...
Han Shih +2 more
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Interactive Fuzzy Goal Programming approach in multi-response stratified sample surveys [PDF]
Yugoslav Journal of Operations Research, 2016 In this paper, we applied an Interactive Fuzzy Goal Programming (IFGP) approach with linear, exponential and hyperbolic membership functions, which focuses on maximizing the minimum membership values to determine the preferred compromise ...
Gupta Neha, Ali Irfan, Bari Abdul
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Designing a Multi-objective Stochastic programming model for portfolio selection [PDF]
مدیریت صنعتی, 2015 In traditional portfolio selection model coefficients often are certain and deterministic, but in real world these coefficients are probabilistic. So decision maker cannot estimate them exactly.
Alireza Sharifisalim +3 more
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A Multi-Objective Decision Making Model Based on Goal Programming and Fuzzy AHP Approach for Selecting Investment Projects in Mining Sector [PDF]
مدیریت مهندسی و رایانش نرم, 2022 In mining projects, due to capital constraints and need for high initial investment, prioritizing the investments is one of the most important decisions that should be taken by the managers.
Hadi Mokhtari +2 more
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A Fuzzy Goal Programming Model for Efficient Portfolio Selection. [PDF]
Journal of Optimization in Industrial Engineering, 2017 This paper considers a multi-objective portfolio selection problem imposed by gaining of portfolio, divided yield and risk control in an ambiguous investment environment, in which the return and risk are characterized by probabilistic numbers.
Abolfazl Kazemi +2 more
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Fuzzy Goal Programming to Optimization the Multi-Objective Problem [PDF]
Science Journal of Applied Mathematics and Statistics, 2014 Many present-day problems are multi-objective in nature and their solution requires consideration of conflicting objectives. Usually, they have a number of potentially Pareto-optimal solutions. An extensive knowledge of the problem is required in discriminating between solutions, eliminating the unwanted ones and accepting the required solution(s) by a
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