A foreign exchange portfolio management mechanism based on fuzzy neural networks.
Shuo YaoMichel PasquierChai QuekPublished in: IEEE Congress on Evolutionary Computation (2007)
Keyphrases
- fuzzy neural network
- portfolio management
- foreign exchange
- stock market
- neural network
- portfolio optimization
- exchange rate
- input output
- membership functions
- portfolio selection
- financial data
- fuzzy rules
- early warning
- transaction costs
- control strategy
- prediction model
- decision making
- fuzzy controller
- neuro fuzzy
- factor analysis
- knowledge discovery
- feature selection