{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,9]],"date-time":"2026-04-09T06:30:38Z","timestamp":1775716238121,"version":"3.50.1"},"reference-count":93,"publisher":"Institute of Electrical and Electronics Engineers (IEEE)","license":[{"start":{"date-parts":[[2022,1,1]],"date-time":"2022-01-01T00:00:00Z","timestamp":1640995200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/legalcode"}],"funder":[{"name":"National Board for Science and Technology","award":["321028"],"award-info":[{"award-number":["321028"]}]},{"name":"Ministry of Public Education-Program for the Development of Professors (SEP-PRODEP) Mexico","award":["UACOAH-PTC-545"],"award-info":[{"award-number":["UACOAH-PTC-545"]}]},{"name":"SEP-PRODEP Mexico","award":["UACOAH-CA-139"],"award-info":[{"award-number":["UACOAH-CA-139"]}]},{"name":"Vice President of Research of the Tecnol\u00f3gico de Monterrey"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["IEEE Access"],"published-print":{"date-parts":[[2022]]},"DOI":"10.1109\/access.2022.3167153","type":"journal-article","created":{"date-parts":[[2022,4,13]],"date-time":"2022-04-13T19:32:42Z","timestamp":1649878362000},"page":"40467-40481","source":"Crossref","is-referenced-by-count":5,"title":["A Comprehensive Soft Computing-Based Approach to Portfolio Management by Discarding Undesirable Stocks"],"prefix":"10.1109","volume":"10","author":[{"ORCID":"https:\/\/orcid.org\/0000-0003-1310-8638","authenticated-orcid":false,"given":"Efrain","family":"Solares","sequence":"first","affiliation":[{"name":"Facultad de Contadur&#x00ED;a y Administraci&#x00F3;n, Universidad Aut&#x00F3;noma de Coahuila, Torreon, Mexico"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-9870-9760","authenticated-orcid":false,"given":"Francisco G.","family":"Salas","sequence":"additional","affiliation":[{"name":"Facultad de Contadur&#x00ED;a y Administraci&#x00F3;n, Universidad Aut&#x00F3;noma de Coahuila, Torreon, Mexico"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-7250-5073","authenticated-orcid":false,"given":"Victor","family":"De-Leon-Gomez","sequence":"additional","affiliation":[{"name":"Facultad de Contadur&#x00ED;a y Administraci&#x00F3;n, Universidad Aut&#x00F3;noma de Coahuila, Torreon, Mexico"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Raymundo","family":"Diaz","sequence":"additional","affiliation":[{"name":"Tecnol&#x00F3;gico de Monterrey, Monterrey, Mexico"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1111\/itor.12652"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.3390\/jrfm14050201"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2020.113456"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1007\/s00500-019-04517-y"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1007\/s11432-020-2894-9"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1109\/ACCESS.2020.3003819"},{"issue":"4","key":"ref7","first-page":"501","article-title":"A generalization of the outranking approach by incorporating uncertainty as interval numbers","volume":"39","author":"Solares","year":"2019","journal-title":"Investigaci\u00f3n Operacional"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1016\/j.swevo.2020.100648"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2018.10.014"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.2016.2644"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2003.12.016"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1016\/j.frl.2018.02.026"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1109\/MIS.2020.2973626"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1108\/02635570810914928"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1016\/j.neucom.2017.02.097"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.3389\/fphy.2020.00388"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1186\/s40854-020-00175-4"},{"issue":"5","key":"ref18","first-page":"839","article-title":"Optimum risk-adjusted Islamic stock portfolio using the quadratic programming model: An empirical study in Indonesia","volume":"8","author":"Mussafi","year":"2021","journal-title":"J. Asian Finance Econ. Bus."},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.3390\/math9060620"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1080\/1331677x.2021.1875865"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1016\/j.asoc.2019.03.028"},{"key":"ref22","doi-asserted-by":"publisher","DOI":"10.1371\/journal.pone.0239810"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1109\/ACCESS.2020.3013097"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2019.113042"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1007\/s12351-014-0164-7"},{"key":"ref26","doi-asserted-by":"publisher","DOI":"10.1016\/j.dss.2013.10.005"},{"key":"ref27","doi-asserted-by":"publisher","DOI":"10.1051\/ro\/2020140"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.1109\/SNPD.2013.71"},{"key":"ref29","doi-asserted-by":"publisher","DOI":"10.1016\/j.knosys.2010.04.009"},{"key":"ref30","doi-asserted-by":"publisher","DOI":"10.1016\/j.knosys.2021.107994"},{"key":"ref31","doi-asserted-by":"publisher","DOI":"10.1109\/TLA.2013.6533971"},{"key":"ref32","doi-asserted-by":"publisher","DOI":"10.1016\/j.engappai.2020.104107"},{"key":"ref33","doi-asserted-by":"publisher","DOI":"10.1109\/APBITM.2011.5996305"},{"key":"ref34","doi-asserted-by":"publisher","DOI":"10.1109\/ICARCV.2004.1468985"},{"key":"ref35","doi-asserted-by":"publisher","DOI":"10.1007\/978-0-387-49650-4_19"},{"key":"ref36","doi-asserted-by":"publisher","DOI":"10.1016\/j.swevo.2018.08.010"},{"key":"ref37","doi-asserted-by":"publisher","DOI":"10.2307\/2975974"},{"key":"ref38","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2013.10.060"},{"key":"ref39","doi-asserted-by":"publisher","DOI":"10.1016\/j.asoc.2018.07.004"},{"key":"ref40","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2022.116629"},{"key":"ref41","doi-asserted-by":"publisher","DOI":"10.1016\/0377-2217(78)90138-8"},{"key":"ref42","doi-asserted-by":"publisher","DOI":"10.3390\/app9081665"},{"key":"ref43","doi-asserted-by":"publisher","DOI":"10.1109\/ACCESS.2021.3058133"},{"key":"ref44","doi-asserted-by":"publisher","DOI":"10.1016\/j.dss.2018.08.010"},{"key":"ref45","doi-asserted-by":"publisher","DOI":"10.1162\/neco.1997.9.8.1735"},{"key":"ref46","first-page":"7","article-title":"Very deep convolutional networks for large-scale image recognition","volume-title":"Proc. 3rd Int. Conf. Learn. Represent. (ICLR)","author":"Simonyan"},{"key":"ref47","doi-asserted-by":"publisher","DOI":"10.1016\/j.neucom.2005.12.126"},{"key":"ref48","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2014.07.040"},{"key":"ref49","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2017.04.030"},{"key":"ref50","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2017.11.054"},{"key":"ref51","doi-asserted-by":"publisher","DOI":"10.1016\/j.knosys.2018.10.034"},{"key":"ref52","doi-asserted-by":"publisher","DOI":"10.1186\/s40854-019-0138-0"},{"key":"ref53","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2018.08.003"},{"key":"ref54","doi-asserted-by":"publisher","DOI":"10.1016\/j.enpol.2008.08.004"},{"key":"ref55","doi-asserted-by":"publisher","DOI":"10.1108\/JMTM-06-2017-0109"},{"key":"ref56","doi-asserted-by":"publisher","DOI":"10.1007\/springerreference_5234"},{"issue":"5","key":"ref57","first-page":"37","article-title":"M2\u2014An inclusive measure of portfolio risk adjusted return","volume":"9","author":"Bhati","year":"2019","journal-title":"IOSR J. Eng."},{"key":"ref58","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2019.02.011"},{"key":"ref59","doi-asserted-by":"publisher","DOI":"10.21314\/JOR.2000.038"},{"key":"ref60","doi-asserted-by":"publisher","DOI":"10.1016\/S0378-4266(02)00271-6"},{"key":"ref61","doi-asserted-by":"publisher","DOI":"10.1016\/j.cie.2015.10.009"},{"key":"ref62","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-319-18567-5_11"},{"key":"ref63","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2015.04.047"},{"key":"ref64","doi-asserted-by":"publisher","DOI":"10.7148\/2016-0446"},{"key":"ref65","doi-asserted-by":"publisher","DOI":"10.1016\/j.asoc.2015.06.053"},{"key":"ref66","doi-asserted-by":"publisher","DOI":"10.1007\/s00521-017-2882-2"},{"key":"ref67","doi-asserted-by":"publisher","DOI":"10.12988\/ams.2016.58541"},{"key":"ref68","doi-asserted-by":"publisher","DOI":"10.1007\/s10479-016-2377-z"},{"key":"ref69","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2017.02.033"},{"key":"ref70","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2017.01.005"},{"key":"ref71","doi-asserted-by":"publisher","DOI":"10.3390\/app9173509"},{"key":"ref72","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2017.05.018"},{"key":"ref73","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2020.113527"},{"key":"ref74","doi-asserted-by":"publisher","DOI":"10.1073\/pnas.1521573113"},{"key":"ref75","doi-asserted-by":"publisher","DOI":"10.1142\/S0219477517500183"},{"key":"ref76","doi-asserted-by":"publisher","DOI":"10.1016\/j.omega.2018.05.003"},{"key":"ref77","doi-asserted-by":"publisher","DOI":"10.1109\/TEVC.2007.892759"},{"key":"ref78","doi-asserted-by":"publisher","DOI":"10.1007\/bf03186528"},{"key":"ref79","volume-title":"Interval Arithmetic and Automatic Error Analysis in Digital Computing","author":"Moore","year":"1963"},{"key":"ref80","doi-asserted-by":"publisher","DOI":"10.1016\/0377-2217(90)90196-I"},{"key":"ref81","doi-asserted-by":"publisher","DOI":"10.1109\/ICARCV.2004.1468985"},{"key":"ref82","doi-asserted-by":"publisher","DOI":"10.1007\/s00521-014-1550-z"},{"key":"ref83","doi-asserted-by":"publisher","DOI":"10.1007\/s00500-015-2003-z"},{"key":"ref84","doi-asserted-by":"publisher","DOI":"10.1007\/s12293-016-0191-4"},{"key":"ref85","first-page":"966","article-title":"Stock selection via nonlinear multi-factor models","volume-title":"Proc. Adv. Neural Inf. Process. Syst.","volume":"8","author":"Levin"},{"issue":"4","key":"ref86","doi-asserted-by":"crossref","first-page":"341","DOI":"10.1023\/A:1008202821328","article-title":"Differential evolution\u2014A simple and efficient heuristic for global optimization over continuous spaces","volume":"11","author":"Storn","year":"1997","journal-title":"J. Global Optim."},{"key":"ref87","doi-asserted-by":"publisher","DOI":"10.1613\/jair.2861"},{"key":"ref88","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-319-65052-4_14"},{"key":"ref89","doi-asserted-by":"publisher","DOI":"10.1109\/NAFIPS.1996.534789"},{"key":"ref90","volume-title":"Differential Evolution: A Practical Approach to Global Optimization","author":"Price","year":"2006"},{"key":"ref91","volume-title":"Why NVIDIA Stock Plunged 31% in 2018","author":"McKenna","year":"2019"},{"key":"ref92","doi-asserted-by":"publisher","DOI":"10.1016\/j.knosys.2014.04.022"},{"key":"ref93","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2010.05.029"}],"container-title":["IEEE Access"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/6287639\/9668973\/09756587.pdf?arnumber=9756587","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,1,22]],"date-time":"2024-01-22T20:54:23Z","timestamp":1705956863000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/9756587\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022]]},"references-count":93,"URL":"https:\/\/doi.org\/10.1109\/access.2022.3167153","relation":{},"ISSN":["2169-3536"],"issn-type":[{"value":"2169-3536","type":"electronic"}],"subject":[],"published":{"date-parts":[[2022]]}}}