Fuzzy Model for Portfolio Selection with Transaction Cost.
Ruo-ning XuXiao-yan ZhaiPublished in: ICFIE (2009)
Keyphrases
- fuzzy model
- transaction costs
- portfolio selection
- portfolio management
- input output
- membership functions
- takagi sugeno
- portfolio optimization
- fuzzy clustering
- fuzzy sets
- rule base
- fuzzy rules
- robust optimization
- financial markets
- multiple objectives
- fuzzy logic
- non stationary
- neural network
- genetic algorithm
- machine learning