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dc.contributor.authorRivera Zarate, Gilberto
dc.date.accessioned2024-12-13T16:56:43Z
dc.date.available2024-12-13T16:56:43Z
dc.date.issued2024-09-30es_MX
dc.identifier.urihttps://cathi.uacj.mx/20.500.11961/29577
dc.description.abstractWe analyse the use of Compensatory FuzzyLogic (CFL) applied to an optimisation model to reflect aninvestor’s preferences regarding portfolio stock selection. CFL is a framework that allows the construction of fuzzy predicates using fuzzy parametrised linguistic variables. Although the potential of a CFL predicate to model preferences is high, to the best of our knowledge, this is the first use of this strategy to do so. Real datafrom the Mexican Stock Exchange was employed to create a test instance. Portfolios were obtained using the Particle Swarm Optimisation algorithm. By maximising the degree of truth of the predicate representing the investor’s preferences, the model is able to reflect investor profiles regarding the return–risk relation of the portfolios. Three artificial investor profiles were defined during the experimentation; the model was able to reflectall of these preferences.es_MX
dc.description.urihttps://cys.cic.ipn.mx/ojs/index.php/CyS/article/view/5187es_MX
dc.language.isoen_USes_MX
dc.relation.ispartofProducto de investigación IITes_MX
dc.relation.ispartofInstituto de Ingeniería y Tecnologíaes_MX
dc.subjectSwarm Particle Optimizationes_MX
dc.subjectPreference Incorporationes_MX
dc.subjectMetaheuristic Algorithmes_MX
dc.subjectPrescriptive Analyticses_MX
dc.subjectFuzzy Optimizationes_MX
dc.subject.otherinfo:eu-repo/classification/cti/7es_MX
dc.titleUsing Compensatory Fuzzy Logic to Model an Investor’s Preference Regarding Portfolio Stock Selection within Markowitz’s Mean-Variance Frameworkes_MX
dc.typeArtículoes_MX
dcterms.thumbnailhttp://ri.uacj.mx/vufind/thumbnails/rupiiit.pnges_MX
dcrupi.institutoInstituto de Ingeniería y Tecnologíaes_MX
dcrupi.cosechableSies_MX
dcrupi.norevista3es_MX
dcrupi.volumen28es_MX
dcrupi.nopagina1349-1359es_MX
dc.identifier.doi10.13053/CyS-28-3-5187es_MX
dc.contributor.coauthorGarcía, Vicente
dc.contributor.alumno206602es_MX
dc.journal.titleComputación y Sistemases_MX
dc.contributor.coauthorexternoEspin Andrade, Rafael Alejandro
dc.contributor.alumnoprincipal216685es_MX
dcrupi.pronacesNingunoes_MX


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