Fuzzy logic-based portfolio selection with particle filtering and anomaly detection.
Masafumi NakanoAkihiko TakahashiSoichiro TakahashiPublished in: Knowl. Based Syst. (2017)
Keyphrases
- anomaly detection
- portfolio selection
- particle filtering
- particle filter
- visual tracking
- intrusion detection
- detecting anomalies
- object tracking
- human motion
- kalman filter
- financial markets
- dynamic bayesian networks
- intrusion detection system
- appearance model
- multiple objectives
- mean shift
- robust optimization
- unsupervised learning
- detect anomalies
- one class support vector machines
- data warehouse
- evolutionary algorithm
- genetic algorithm