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The paper addresses the classification of Exchange-Traded Funds (ETFs) to propose a set of profitable ETFs for portfolio selection. An intelligent classification tool has been applied to infer the weights of the decision criteria from holistic preference information from the decision-maker. It classifies the ETFs in three risk categories. The resulting classification is not sensitive to minor modifications of the weight values due to the exploration of values of decision variables that match the decision makers’ preferences.

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Intelligent Multicriteria Classification of ETFs

  • 会议论文

  • 发表日期：

    2026年

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  • Pavel Álvarez,
  • Manuel Muñoz-Palma,
  • María Bernal,
  • Tanya García-Gastélum,
  • Pavel López-Parra

摘要

The paper addresses the classification of Exchange-Traded Funds (ETFs) to propose a set of profitable ETFs for portfolio selection. An intelligent classification tool has been applied to infer the weights of the decision criteria from holistic preference information from the decision-maker. It classifies the ETFs in three risk categories. The resulting classification is not sensitive to minor modifications of the weight values due to the exploration of values of decision variables that match the decision makers’ preferences.