Fuzzy Expert System for Stock Portfolio Selection: An Application to Bombay Stock Exchange.
Gour Sundar Mitra ThakurRupak BhattacharyyaSeema Sarkar MondalPublished in: CoRR (2022)
Keyphrases
- portfolio selection
- stock exchange
- financial markets
- stock price
- stock market
- stock trading
- portfolio optimization
- transaction costs
- stock data
- non stationary
- portfolio management
- financial data
- news articles
- exchange rate
- option pricing
- historical data
- short term
- black scholes
- convertible bonds
- financial time series
- robust optimization
- investment strategies
- chinese stock market
- optimal portfolio
- machine learning
- trading systems
- decision makers
- feature selection