An interval type-2 Fuzzy Logic based system for model generation and summarization of arbitrage opportunities in stock markets.
Dario BernardoHani HagrasEdward P. K. TsangPublished in: UKCI (2012)
Keyphrases
- stock market
- stock price
- financial markets
- stock exchange
- stock data
- short term
- monetary policy
- trading rules
- financial time series
- financial data
- portfolio optimization
- stock returns
- long term
- portfolio management
- foreign exchange
- garch model
- non stationary
- stock trading
- stock market data
- fuzzy logic
- investment strategies
- news articles