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Recently, wide applications of fuzzy set theory have attracted the attention of both researchers and practitioners. Fuzzy portfolio develops as a new area in the research field of investment portfolio. This paper investigates the major research hotspots, development trend, and evolution of fuzzy portfolio, which provides a systematic review of the current fuzzy portfolio literature. CiteSpace, the most commonly used bibliometrics software, is used in this article. According to the 602 articles with 15132 references, several conclusions can be summarized as follows: (1) Fuzzy portfolio becomes increasingly interdisciplinary with the connections among "Computer Science" and so on. (2) Most contributive authors are Markowitz and Zadeh. (3) South China University of Technology makes excellent performance in this research area and China is the most influential country. (4) European Journal of Operations Research is the cradle of plenty of crucial fuzzy portfolio investigations. (5) We find some research hotspots helpful to make scientific predictions of future trends by analyzing the keywords. By utilizing the effective bibliometric methods, we provide a comprehensive analysis and deep insights into the fuzzy portfolio research, enabling the individuals, especially the new beginners who are interested in this area to learn fuzzy portfolio, which will be of great help for their future explorations. [ABSTRACT FROM AUTHOR]

The assumption that the training and testing samples are drawn from the same distribution is violated under covariate shift setting, and most algorithms for the covariate shift setting try to first estimate distributions and then reweight samples based on the distributions estimated. Due to the difficulty of estimating a correct distribution, previous methods can not get good classification performance. In this paper, we firstly present two types of covariate shift problems. Rather than estimating the distributions, we then desire an effective method to select a maximum subset following the target testing distribution based on feature space split from the auxiliary set or the target training set. Finally, we prove that our subset selection method can consistently deal with both scenarios of covariate shift. Experimental results demonstrate that training a classifier with the selected maximum subset exhibits good generalization ability and running efficiency over those of traditional methods under covariate shift setting. [ABSTRACT FROM AUTHOR]