Portfolio rebalancing with respect to market psychology in a fuzzy environment: A case study in Tehran Stock Exchange.
Arash KhayamimAbolfazl MirzazadehBahman NaderiPublished in: Appl. Soft Comput. (2018)
Keyphrases
- stock exchange
- transaction costs
- stock market
- stock price
- investment strategies
- portfolio optimization
- financial data
- stock index
- black scholes
- dow jones
- portfolio management
- financial time series
- stock trading
- chinese stock market
- test bed
- fuzzy numbers
- decision making
- fuzzy sets
- option pricing
- search tree
- fuzzy logic
- long term
- non stationary
- text mining
- knowledge discovery
- market data
- neural network