A Dynamic Fuzzy Money Management Approach for Controlling the Intraday Risk-Adjusted Performance of AI Trading Algorithms.
Vince VellaWing Lon NgPublished in: Intell. Syst. Account. Finance Manag. (2015)
Keyphrases
- theoretical analysis
- computational cost
- learning algorithm
- artificial intelligence
- decision making
- machine learning
- significant improvement
- management system
- optimization problems
- dynamic environments
- risk analysis
- information systems
- information management
- orders of magnitude
- computationally efficient
- fuzzy sets
- case based reasoning
- expert systems
- search algorithm
- decision trees
- clustering algorithm