ENRIQUETA
VERCHER GONZALEZ
CATEDRÁTICO/A DE UNIVERSIDAD
JOSE DOMINGO
BERMUDEZ EDO
CATEDRÁTICO/A DE UNIVERSIDAD
Publicaciones en las que colabora con JOSE DOMINGO BERMUDEZ EDO (40)
2023
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A new approach to portfolio selection based on forecasting
Expert Systems with Applications, Vol. 215
2022
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Analysis of Weighting Strategies for Improving the Accuracy of Combined Forecasts
Mathematics, Vol. 10, Núm. 5
2021
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Fuzzy Prediction Intervals Using Credibility Distributions †
Engineering Proceedings, Vol. 5, Núm. 1
2020
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Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences
Journal of Global Optimization, Vol. 76, Núm. 2, pp. 295-315
2018
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Measuring Uncertainty in the Portfolio Selection Problem
Studies in Systems, Decision and Control (Springer International Publishing), pp. 765-775
2017
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Improving stock index forecasts by using a new weighted fuzzy-trend time series method
Expert Systems with Applications, Vol. 76, pp. 12-20
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Introducing a fuzzy-pattern operator in fuzzy time series
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
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Preference-based evolutionary multi-objective optimization for solving fuzzy portfolio selection problems
Rect@: Revista Electrónica de Comunicaciones y Trabajos de ASEPUMA, Vol. 18, Núm. 1, pp. 1-15
2016
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Evolutionary multi-objective optimization algorithms for fuzzy portfolio selection
Applied Soft Computing Journal, Vol. 39, pp. 48-63
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Forecasting portfolio returns using weighted fuzzy time series methods
International Journal of Approximate Reasoning, Vol. 75, pp. 1-12
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Optimizing the level of service quality of a bike-sharing system
Omega (United Kingdom), Vol. 62, pp. 163-175
2015
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Portfolio optimization using a credibility mean-absolute semi-deviation model
Expert Systems with Applications, Vol. 42, Núm. 20, pp. 7121-7131
2013
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A possibilistic mean-downside risk-skewness model for efficient portfolio selection
IEEE Transactions on Fuzzy Systems, Vol. 21, Núm. 3, pp. 585-595
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Bayesian forecasting of demand time-series data with zero values
European Journal of Industrial Engineering, Vol. 7, Núm. 6, pp. 777-796
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Un modelo de simulación-optimización para la gestión de inventarios en presencia de incertidumbre
XXXIV Congreso Nacional de Estadística e Investigación Operativa, VIII Jornadas de Estadística Pública: SEIO 2013. Universitat Jaume I, Castellón, septiembre 2013. Libro de actas
2012
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A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
Fuzzy Sets and Systems, Vol. 188, Núm. 1, pp. 16-26
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Fuzzy portfolio selection models: A numerical study
Springer Optimization and Its Applications, Vol. 70, pp. 253-280
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Initial conditions estimation for improving forecast accuracy in exponential smoothing
Top, Vol. 20, Núm. 2, pp. 517-533
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SIOPRED performance in a Forecasting Blind Competition
2012 IEEE Conference on Evolving and Adaptive Intelligent Systems, EAIS 2012 - Proceedings
2011
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Forecasting correlated time series with exponential smoothing models
International Journal of Forecasting, Vol. 27, Núm. 2, pp. 252-265