This paper employs pattern classification methods for assisting investors in making financial decisions. Specifically, the problem entails the categorization of investment recommendations. Based on the forecasted performance of certain indices, the Stock Quantity Selection Component is to recommend to the investor to purchase stocks, hold the current investment position or sell stocks in posses...

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This paper considers several portfolio selection problems considering Socially Responsible Investment (SRI), which is the most important measure to sustain continuous developments of companies by performing environment-friendliness and suitable social activity, and which is also essential for avoiding the latent risk. Corporate Social Responsibility (CSR) is presented as linguistic and ambiguou...

The repercussions of and the reactions to Islamic organizations such as ISIS, Houthis, and Al-Qaeda, make it imperative for the leaders to redirect their investment compass in a proper way. This is especially true when considering whether to strengthen bilateral economic relations among nations, as critical decisions are influenced by certain variables that are based on heterogeneous and vague ...

This paper presents the fuzzy induced heavy ordered weighted averaging (FIHOWA) operator. It is an aggregation operator that uses the main characteristics of three well known aggregation operators: the heavy OWA, the induced OWA and the fuzzy OWA operator. Therefore, this operator provides a parameterized family of aggregation operators that includes the OWA operator and the total operator as s...

Single-valued neutrosophic hesitant fuzzy set (SVNHFS) is a combination of single-valued neutrosophic set and hesitant fuzzy set, and its aggregation tools play an important role in the multiple criteria decision-making (MCDM) process. This paper investigates the MCDM problems in which the criteria under SVNHF environment are in different priority levels. First, the generalized single-valued ne...

a r t i c l e i n f o A single-period portfolio selection theory provides optimal tradeoff between the mean and the variance of the portfolio return for a future period. However, in a real investment process, the investment horizon is usually multi-period and the investor needs to rebalance his position from time to time. Hence it is natural to extend the single-period fuzzy portfolio selection...