Követés
Enriqueta Vercher
Enriqueta Vercher
E-mail megerősítve itt: uv.es
Cím
Hivatkozott rá
Hivatkozott rá
Év
Fuzzy portfolio optimization under downside risk measures
E Vercher, JD Bermudez, JV Segura
Fuzzy sets and systems 158 (7), 769-782, 2007
2562007
Viability of infeasible portfolio selection problems: A fuzzy approach
T León, V Liern, E Vercher
European Journal of Operational Research 139 (1), 178-189, 2002
1892002
Optimizing the level of service quality of a bike-sharing system
R Alvarez-Valdes, JM Belenguer, E Benavent, JD Bermudez, F Muñoz, ...
Omega 62, 163-175, 2016
1792016
Evolutionary multi-objective optimization algorithms for fuzzy portfolio selection
R Saborido, AB Ruiz, JD Bermudez, E Vercher, M Luque
Applied soft computing 39, 48-63, 2016
1232016
A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
JD Bermúdez, JV Segura, E Vercher
Fuzzy Sets and Systems 188 (1), 16-26, 2012
1072012
A spreadsheet modeling approach to the Holt–Winters optimal forecasting
JV Segura, E Vercher
European Journal of Operational Research 131 (2), 375-388, 2001
822001
Portfolio optimization using a credibility mean-absolute semi-deviation model
E Vercher, JD Bermúdez
Expert Systems with Applications 42 (20), 7121-7131, 2015
782015
Improving stock index forecasts by using a new weighted fuzzy-trend time series method
A Rubio, JD Bermúdez, E Vercher
Expert Systems with Applications 76, 12-20, 2017
732017
Holt–Winters forecasting: an alternative formulation applied to UK air passenger data
JD Bermúdez, JV Segura, E Vercher
Journal of Applied Statistics 34 (9), 1075-1090, 2007
732007
A decision support system methodology for forecasting of time series based on soft computing
JD Bermúdez, JV Segura, E Vercher
Computational statistics & data analysis 51 (1), 177-191, 2006
712006
Forecasting correlated time series with exponential smoothing models
A Corberán-Vallet, JD Bermúdez, E Vercher
International Journal of Forecasting 27 (2), 252-265, 2011
672011
A possibilistic mean-downside risk-skewness model for efficient portfolio selection
E Vercher, JD Bermudez
IEEE Transactions on Fuzzy Systems 21 (3), 585-595, 2012
642012
Optimality conditions for nondifferentiable convex semi-infinite programming
MA López, E Vercher
Mathematical Programming 27 (3), 307-319, 1983
621983
Improving demand forecasting accuracy using nonlinear programming software
JD Bermúdez, JV Segura, E Vercher
Journal of the Operational Research Society 57 (1), 94-100, 2006
582006
Solving a class of fuzzy linear programs by using semi-infinite programming techniques
T León, E Vercher
Fuzzy Sets and Systems 146 (2), 235-252, 2004
472004
Bayesian forecasting with the Holt–Winters model
JD Bermúdez, JV Segura, E Vercher
Journal of the Operational Research Society 61 (1), 164-171, 2010
422010
Portfolios with fuzzy returns: selection strategies based on semi-infinite programming
E Vercher
Journal of computational and applied mathematics 217 (2), 381-393, 2008
402008
On the numerical treatment of linearly constrained semi-infinite optimization problems
T León, S Sanmatias, E Vercher
European Journal of Operational Research 121 (1), 78-91, 2000
372000
A fuzzy ranking strategy for portfolio selection applied to the Spanish stock market
JD Bermudez, JV Segura, E Vercher
2007 IEEE International Fuzzy Systems Conference, 1-4, 2007
362007
A downside risk approach for the portfolio selection problem with fuzzy returns
T León, V Liern, P Marco, JV Segura, E Vercher
Fuzzy Economic Review 9 (1), 61, 2004
342004
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Cikkek 1–20