A fuzzy rule based expert system for stock evaluation and portfolio construction: An application to Istanbul Stock Exchange.
Mualla Gonca YunusogluHasan SelimPublished in: Expert Syst. Appl. (2013)
Keyphrases
- stock exchange
- stock market
- stock price
- stock trading
- transaction costs
- expert systems
- portfolio optimization
- investment strategies
- financial data
- stock index
- dow jones
- financial time series
- convertible bonds
- non stationary
- portfolio management
- option pricing
- artificial intelligence
- fuzzy logic
- stock data
- information extraction
- stock returns
- decision making
- neural network
- portfolio selection
- short term
- knowledge base
- black scholes