A neurofuzzy arbitrage simulator for stock investing.
Allen HobbsNikolaos G. BourbakisPublished in: CIFEr (1995)
Keyphrases
- neuro fuzzy
- stock price
- portfolio management
- stock market
- transaction costs
- portfolio optimization
- neuro fuzzy systems
- financial data
- fuzzy rules
- non stationary
- stock exchange
- historical data
- fuzzy inference system
- damage detection
- news articles
- neuro fuzzy models
- takagi sugeno
- recurrent neural networks
- financial markets
- sparsely connected
- fuzzy neural network
- heat exchanger
- fuzzy inference
- shortest path
- design procedure
- neural fuzzy
- feed forward
- portfolio selection
- mathematical model
- hybrid optimization algorithm