Enriqueta Vercher

Orcid: 0000-0001-8692-1318

According to our database1, Enriqueta Vercher authored at least 25 papers between 1983 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2023
A new approach to portfolio selection based on forecasting.
Expert Syst. Appl., April, 2023

2020
Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences.
J. Glob. Optim., 2020

2017
Improving stock index forecasts by using a new weighted fuzzy-trend time series method.
Expert Syst. Appl., 2017

Introducing a Fuzzy-Pattern Operator in Fuzzy Time Series.
Proceedings of the Advances in Computational Intelligence, 2017

2016
Forecasting portfolio returns using weighted fuzzy time series methods.
Int. J. Approx. Reason., 2016

Evolutionary multi-objective optimization algorithms for fuzzy portfolio selection.
Appl. Soft Comput., 2016

2015
Portfolio optimization using a credibility mean-absolute semi-deviation model.
Expert Syst. Appl., 2015

Comparative analysis of forecasting portfolio returns using Soft Computing technologies.
Proceedings of the 2015 Conference of the International Fuzzy Systems Association and the European Society for Fuzzy Logic and Technology (IFSA-EUSFLAT-15), 2015

2013
A Possibilistic Mean-Downside Risk-Skewness Model for Efficient Portfolio Selection.
IEEE Trans. Fuzzy Syst., 2013

2012
A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection.
Fuzzy Sets Syst., 2012

SIOPRED performance in a Forecasting Blind Competition.
Proceedings of the 2012 IEEE Conference on Evolving and Adaptive Intelligent Systems, 2012

2010
Bayesian forecasting with the Holt-Winters model.
J. Oper. Res. Soc., 2010

2009
Multivariate exponential smoothing: A Bayesian forecast approach based on simulation.
Math. Comput. Simul., 2009

2007
Fuzzy portfolio optimization under downside risk measures.
Fuzzy Sets Syst., 2007

A Fuzzy Ranking Strategy for Portfolio Selection Applied to the Spanish Stock Market.
Proceedings of the FUZZ-IEEE 2007, 2007

A Fuzzy Decision Support Tool for Demand Forecasting.
Proceedings of the FUZZ-IEEE 2007, 2007

2006
Improving demand forecasting accuracy using nonlinear programming software.
J. Oper. Res. Soc., 2006

A decision support system methodology for forecasting of time series based on soft computing.
Comput. Stat. Data Anal., 2006

2005
Fuzzy Portfolio Selection: a comparative study.
Proceedings of the Joint 4th Conference of the European Society for Fuzzy Logic and Technology and the 11th Rencontres Francophones sur la Logique Floue et ses Applications, 2005

2004
Solving a class of fuzzy linear programs by using semi-infinite programming techniques.
Fuzzy Sets Syst., 2004

2002
Viability of infeasible portfolio selection problems: A fuzzy approach.
Eur. J. Oper. Res., 2002

2001
A spreadsheet modeling approach to the Holt-Winters optimal forecasting.
Eur. J. Oper. Res., 2001

2000
On the numerical treatment of linearly constrained semi-infinite optimization problems.
Eur. J. Oper. Res., 2000

1994
New descent rules for solving the linear semi-infinite programming problem.
Oper. Res. Lett., 1994

1983
Optimality conditions for nondifferentiable convex semi-infinite programming.
Math. Program., 1983


  Loading...