Portfolio Optimization with Wavelet Analysis and Neural Fuzzy Networks.
Ömer Z. GürsoyOktay TasPublished in: J. Multiple Valued Log. Soft Comput. (2022)
Keyphrases
- wavelet analysis
- portfolio optimization
- factor analysis
- neural fuzzy
- wavelet transform
- fuzzy systems
- independent component analysis
- fuzzy inference system
- multiresolution
- portfolio selection
- neuro fuzzy
- feature detection
- problems involving
- stock market
- basis functions
- discriminant analysis
- low frequency
- stock price
- risk management
- statistical tests
- cluster analysis
- pattern recognition
- optimization methods
- network design
- bi objective
- robust optimization
- fuzzy logic
- feature space
- matrix factorization
- data mining techniques
- stock exchange
- data analysis