Enhancing risk-adjusted performance of stock market intraday trading with Neuro-Fuzzy systems.
Vince VellaWing Lon NgPublished in: Neurocomputing (2014)
Keyphrases
- stock market
- neuro fuzzy systems
- stock exchange
- investment strategies
- trading rules
- stock data
- portfolio optimization
- financial markets
- trading strategies
- financial information
- foreign exchange
- neuro fuzzy
- trading signals
- stock trading
- trading systems
- stock price
- exchange rate
- fuzzy systems
- technical indicators
- fuzzy rules
- early warning
- financial time series
- short term
- neural network
- stock index
- artificial neural networks
- market data
- financial data
- stock returns
- fuzzy inference
- stock index futures
- risk management
- portfolio management
- investment decisions
- decision making
- financial news
- credit risk
- evolutionary computation
- listed companies
- transaction costs