A portfolio selection by SOM and an asset allocation of risk/nonrisk assets by fuzzy reasoning using the selected brands.
Iori NakaokaKyuichiro TaniYukinobu HoshinoKatsuari KameiPublished in: SMC (2005)
Keyphrases
- asset allocation
- portfolio selection
- fuzzy reasoning
- portfolio management
- optimal portfolio
- portfolio optimization
- financial markets
- fuzzy sets
- fuzzy logic
- membership functions
- expected utility
- fuzzy rules
- fuzzy inference
- robust optimization
- transaction costs
- neural network
- fuzzy control
- investment decisions
- financial data