A hybrid intelligent system of ANFIS and CAPM for stock portfolio optimization.

M. Gunasekaran K. S. Ramaswami

Published in: J. Intell. Fuzzy Syst. (2014)

Keyphrases

portfolio optimization
hybrid intelligent systems
stock market
stock price
fuzzy systems
soft computing
bio inspired
neural network
intelligent systems
stock exchange

computational intelligence
artificial neural networks
portfolio management
financial investment
fuzzy logic
adaptive systems
short term
agent technology
factor analysis
problems involving

portfolio selection
non stationary
evolutionary computation
historical data
financial markets
financial time series
risk management
rule base
news articles
robust optimization

fuzzy rules
long term
data mining
optimization methods
trading systems
fuzzy sets
transaction costs
data analysis
artificial intelligence