A hybrid intelligent system of ANFIS and CAPM for stock portfolio optimization.
M. GunasekaranK. S. RamaswamiPublished 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