Fuzzy Rule-Based Stock Ranking Using Price Momentum and Market Capitalization.
Ratchata PeachavanishPublished in: FSDM (2016)
Keyphrases
- stock price
- stock market
- chinese stock market
- web search
- stock data
- financial data
- ranking algorithm
- convertible bonds
- trading systems
- stock exchange
- learning rate
- financial markets
- ranking functions
- market prices
- fuzzy model
- learning to rank
- stock trading
- information retrieval
- market participants
- decision making
- stock returns
- non stationary
- financial crisis
- option pricing
- fuzzy rules
- knowledge extraction
- link analysis