{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,14]],"date-time":"2026-04-14T16:03:54Z","timestamp":1776182634475,"version":"3.50.1"},"reference-count":30,"publisher":"Institute of Electrical and Electronics Engineers (IEEE)","issue":"2","license":[{"start":{"date-parts":[[2017,4,1]],"date-time":"2017-04-01T00:00:00Z","timestamp":1491004800000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/ieeexplore.ieee.org\/Xplorehelp\/downloads\/license-information\/IEEE.html"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["IEEE Trans. Fuzzy Syst."],"published-print":{"date-parts":[[2017,4]]},"DOI":"10.1109\/tfuzz.2016.2633972","type":"journal-article","created":{"date-parts":[[2016,12,6]],"date-time":"2016-12-06T19:17:53Z","timestamp":1481051873000},"page":"377-391","source":"Crossref","is-referenced-by-count":28,"title":["Fuzzy Decision Theory Based Metaheuristic Portfolio Optimization and Active Rebalancing Using Interval Type-2 Fuzzy Sets"],"prefix":"10.1109","volume":"25","author":[{"given":"G. A. Vijayalakshmi","family":"Pai","sequence":"first","affiliation":[]}],"member":"263","reference":[{"key":"ref30","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.30.9.1078"},{"key":"ref10","doi-asserted-by":"crossref","first-page":"1876","DOI":"10.1109\/TFUZZ.2014.2362149","article-title":"Interval type-2 fuzzy sets are generalization of interval valued fuzzy sets: Towards a wider view on their relationship","volume":"23","author":"bustince","year":"2015","journal-title":"IEEE Trans Fuzzy Syst"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1109\/TFUZZ.2015.2446508"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.3905\/JPM.2008.35.1.40"},{"key":"ref13","article-title":"Best practices for portfolio rebalancing","author":"jaconetti","year":"2010"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-24553-4_46"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1109\/FUZZY.2009.5277134"},{"key":"ref16","first-page":"1","article-title":"Fuzzy decision theory based optimization of constrained portfolios using Metaheuristics","author":"vijayalakshmi pai","year":"0","journal-title":"Proc IEEE Int Conf Fuzzy Syst"},{"key":"ref17","first-page":"579","article-title":"On the use of non-stationary penalty functions to solve nonlinear constrained optimization problems with GAs","author":"joines","year":"0","journal-title":"Proc 1st IEEE Conf Evol Comput"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1109\/NAFIPS.1996.534789"},{"key":"ref19","author":"feoktistov","year":"2006","journal-title":"Differential Evolution In Search of Solutions"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.1109\/ICSMC.1998.728199"},{"key":"ref4","first-page":"59","article-title":"Evolutionary optimization of risk budgeted long-short portfolios","author":"vijayalakshmi pai","year":"0","journal-title":"Proc IEEE Symp Ser Comput Intell IEEE Symp Comput Intell Financial Eng Econ"},{"key":"ref27","first-page":"971","article-title":"Effect of type-2 fuzzy membership function shape on modeling variation in human decision making","volume":"2","author":"ozen","year":"0","journal-title":"Proc Int Conf Fuzzy Syst"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1142\/S1793005709001519"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-540-77926-1"},{"key":"ref29","doi-asserted-by":"publisher","DOI":"10.3905\/jpm.2007.698039"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1109\/CEC.2012.6256583"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1016\/0020-0255(75)90036-5"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1016\/S0019-9958(65)90241-X"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1109\/TEVC.2009.2014360"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1016\/j.ins.2009.05.008"},{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1007\/s10479-011-0862-y"},{"key":"ref20","author":"osyczka","year":"2002","journal-title":"Evolutionary Algorithms for Single and Multicriteria Design Optmization"},{"key":"ref22","author":"coello coello","year":"2007","journal-title":"Evolutionary Algorithms for Solving Multi-Objective Problems"},{"key":"ref21","author":"deb","year":"2003","journal-title":"Multi-Objective Optimization Using Evolutionary Algorithms"},{"key":"ref24","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1016\/j.swevo.2014.08.002","article-title":"Metaheuristic multi-objective optimization of constrained futures portfolios for effective risk management","volume":"19","author":"vijayalakshmi pai","year":"2014","journal-title":"Swarm Evol Comput"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1109\/4235.585893"},{"key":"ref26","article-title":"Portfolio selection using fuzzy decision theory","volume":"59","author":"ramaswamy","year":"1998","journal-title":"Working Paper of Bank for International Settlements"},{"key":"ref25","author":"hull","year":"2003","journal-title":"Options Futures and Other Derivatives"}],"container-title":["IEEE Transactions on Fuzzy Systems"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/91\/7889062\/07775067.pdf?arnumber=7775067","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,1,12]],"date-time":"2022-01-12T16:42:51Z","timestamp":1642005771000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/7775067\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,4]]},"references-count":30,"journal-issue":{"issue":"2"},"URL":"https:\/\/doi.org\/10.1109\/tfuzz.2016.2633972","relation":{},"ISSN":["1063-6706","1941-0034"],"issn-type":[{"value":"1063-6706","type":"print"},{"value":"1941-0034","type":"electronic"}],"subject":[],"published":{"date-parts":[[2017,4]]}}}