The objective of this paper is to develop a portfolio optimization technique that is simple enough for an individual with little knowledge of economic theory to systematically determine his own optimized portfolio. A compromise programming approach and a fuzzy logic approach are developed as...

This article proposes a fully integrated and interactive elicitation-optimization procedure for portfolio management. A soft computing approach based on fuzzy logic is developed as an alternative to the traditional mean variance model and compromise programming approach. The models are applied...

This paper attempts to improve the ability of farm managers and lenders to forecast expected financial performance of farm businesses using a neuro-fuzzy inference system. Ex-ante farm financial performance is examined to identify the farms that are likely to become financially stressed before...