A Comprehensive Soft Computing-Based Approach to Portfolio Management by Discarding Undesirable Stocks.
Efrain SolaresFrancisco G. SalasVíctor De-León-GómezRaymundo DíazPublished in: IEEE Access (2022)
Keyphrases
- soft computing
- portfolio management
- financial data
- sharpe ratio
- computational intelligence
- fuzzy logic
- portfolio optimization
- transaction costs
- stock market
- intelligent systems
- stock exchange
- portfolio selection
- soft computing methods
- stock price
- rough sets
- artificial neural networks
- fuzzy sets
- hybrid intelligent systems
- evolutionary computation
- neural network
- data mining
- factor analysis
- financial time series
- artificial intelligence
- methodological aspects
- short term
- data analysis
- optimal solution
- decision making
- genetic algorithm
- machine learning