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FUZZY ECONOMIC REVIEW

ISSN (print) 1136-0593 · ISSN (online) 2445-4192

FUZZY ECONOMIC REVIEW, Volume 30

DIMENSIONALITY MEETS ADAPTABILITY: PORTFOLIO OPTIMIZATION WITH EIGEN PORTFOLIO MANAGEMENT AND REINFORCEMENT LEARNING

A. F. Galindo-Manrique. EGADE Business School, Tecnológico de Monterrey, México. E-mail: alicia.galindo@tec.mx

N. P. Rojas. Instituto Tecnológico y de Estudios Superiores de Monterrey, Escuela de Negocios, Nuevo León, México. E-mail: nuriarojas@tec.mx

R. Caballero-Fernández. Instituto Tecnológico y de Estudios Superiores de Monterrey, Escuela de Negocios, Nuevo León, México. E-mail: rodrigocaballero@tec.mx

This study examines the comparative performance of Eigen-Portfolio Management (EPM) and Reinforcement Learning (RL) in portfolio optimization across Large-Cap, Mid-Cap, and Small-Cap equities. EPM leverages eigenvectors and eigenvalues from the covariance matrix of asset returns to construct orthogonal portfolios. On the other hand, RL applies adaptive learning through dynamic rebalancing…
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CLASSIFICATION OF MARGINALIZED NEIGHBORHOODS IN MORELIA USING FUZZY LOGIC AND NEURAL NETWORKS: AN APPROACH BASED ON CONEVAL-CONAPO CRITERIA

R. Chávez-Rivera. Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, Michoacán, México. E-mail: pintachavez@gmail.com

J. M. Brotons-Martínez. Universidad Miguel Hernández de Elche, Departamento de Estudios Económicos y Financieros, Elche, España. E-mail: jm.brotons@umh.es

J. V. Alcaraz-Vera. Universidad Miguel Hernández de Elche, Departamento de Estudios Económicos y Financieros, Elche, España. E-mail: jm.brotons@umh.es

B. Nares-Lara. Universidad Michoacana de San Nicolás de Hidalgo, Facultad de Contaduría y Ciencias Administrativas, Michoacán, México. E-mail: bayte.nares@umich.mx

Marginalization in Mexico is a multidimensional phenomenon that persists even in cities with seemingly favorable socioeconomic indicators. Morelia, exemplifies this paradox: it reports a very low municipal marginalization index, yet exhibits high levels of labor precariousness and inequality. Traditional classification methods, based on descriptive statistics, sometimes overlook critical qualitative factors…
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MEASURING EFFICIENCY IN HEALTHCARE SERVICE PROVIDERS USING DEA UNDER CERTAINTY AND UNCERTAINTY

Beatriz Flores-Romero. Universidad Michoacana de San Nicolás de Hidalgo (México). E-mail: martha.flores@umich.mx

Federico González-Santoyo. Instituto Iberoamericano de Desarrollo Empresarial (INIDEM). E-mail: fegosa@inidem.edu.mx

Healthcare service providers aim to fully meet population needs and foster a healthier, more productive, and happier society. This study evaluates a case of the operational efficiency of healthcare institutions (hospitals) under both certainty and uncertainty using the Data Envelopment Analysis (DEA) methodology, proposed by Charnes, Cooper, and Rhodes (1978),…
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SWARM INTELLIGENCE FOR RESILIENCE IN MULTILAYER CRITICAL NETWORKS

E. Montes-Orozco. Universidad de las Américas Puebla, Departamento de Computación, Electrónica y Mecatrónica, Puebla, México. Email: edwin.montes@udlap.mx

R. A. Mora-Gutiérrez. Universidad Autónoma Metropolitana Azcapotzalco, Departamento de Sistemas, Ciudad de México, México. Email: mgra@azc.uam.mx

E. A. Rincón-García. Universidad Autónoma Metropolitana Iztapalapa, Departamento de Ingeniería Eléctrica, Ciudad de México, México. Email: rincon@xanum.uam.mx

S.G. de-los-Cobos-Silva. Universidad Autónoma Metropolitana Iztapalapa, Departamento de Ingeniería Eléctrica, Ciudad de México, México. Email: cobos@xanum.uam.mx

M. A. Gutiérrez-Andrade. Universidad Autónoma Metropolitana Iztapalapa, Departamento de Ingeniería Eléctrica, Ciudad de México, México. Email: gamma @xanum.uam.mx

P. Lara-Velázquez. Universidad Autónoma Metropolitana Iztapalapa, Departamento de Ingeniería Eléctrica, Ciudad de México, México. Email: plara@xanum.uam.mx

G.S. Torres-Cockrell. Tecnológico de Estudios Superiores de Ecatepec, Departamento de Ingeniería Mecánica, Mecatrónica e Industrial (DIMM), Ecatepec de Morelos, México. Email: gilberto_to@tese.edu.mx

Critical infrastructure networks such as telecommunications, energy, and water systems are increasingly interdependent. These connections make them more vulnerable to cascading failures. This study investigates the use of swarm intelligence algorithms, including Ant Colony Optimization (ACO) and Particle Swarm Optimization (PSO), to enhance resilience in such systems. A mathematical model…
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MULTI-LABEL CLASSIFICATION FOR SPANISH EMERGENCY TRIAGE IN SATURATED COMMUNICATION ENVIRONMENTS: A PRECISION-ORIENTED APPROACH

S. G. de-los-Cobos-Silva. Department of Electrical Engineering, Metropolitan Autonomous University – Iztapalapa, Mexico City, Mexico. E-mail: cobos@xanum.uam.mx

M. A. Gutiérrez-Andrade. Department of Electrical Engineering, Metropolitan Autonomous University – Iztapalapa, Mexico City, Mexico. E-mail: gamma@xanum.uam.mx

P. Lara-Velázquez. Department of Electrical Engineering, Metropolitan Autonomous University – Iztapalapa, Mexico City, Mexico. E-mail: plara@xanum.uam.mx

E. A. Rincón-García. Department of Electrical Engineering, Metropolitan Autonomous University – Iztapalapa, Mexico City, Mexico. E-mail: rincon@xanum.uam.mx

R. A. Mora-Gutiérrez. Department of Systems, Metropolitan Autonomous University – Azcapotzalco, Mexico City, Mexico. E-mail: mgra@correo.azc.uam.mx

E. Montes-Orozco. Departamento de Computación, Electrónica y Mecatrónica, Universidad de las Américas Puebla. San Andrés Cholula, Puebla, México E-mail: edwin.montes@udlap.mx

In disaster scenarios, communication networks often become congested, delaying or dropping critical emergency messages. Prioritizing life-threatening alerts is crucial to ensure limited network capacity serves the most urgent needs. This study focuses on multi-label classification of Spanish-language emergency messages, where a single text may request multiple types of assistance simultaneously.…
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PORTFOLIO MANAGEMENT FOR ROBO-ADVISORS: BLACK LITTERMAN AND MACHINE LEARNING APPROACHES

R. Caballero-Fernández.Instituto Tecnológico y de Estudios Superiores de Monterrey, Accounting and Finance Academic Department, Nuevo León, México. E-mail: rodrigocaballero@tec.mx

D. Ceballos-Hornero. Universitat de Barcelona, Departament de Matemàtica Econòmica, Financera i Actuarial, Facultat d’Economia i Empresa, Barcelona, Spain. E-mail: ceballos@ub.edu

J. Vives. Universitat de Barcelona, Departament de Matemàtica Econòmica, Financera i Actuarial, Facultat d’Economia i Empresa, Barcelona, Spain. E-mail: josep.vives@ub.edu

In the financial services sector, emerging technologies are becoming a decisive frame of reference. Automation of the industry process has become a key priority for many companies who want to stand out by minimizing costs. In light of this trend, we choose to explore two current topical topics relevant in…
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