Fuzzy logic-based portfolio selection with particle filtering and anomaly detection
نویسندگان
چکیده
منابع مشابه
Fuzzy logic-based portfolio selection with particle filtering and anomaly detection
This paper proposes a new knowledge-based system (KBS) featuring fuzzy logic (FL) with particle filtering and anomaly detection to create high-performance investment portfolios. In particular, our FL system selects a portfolio with fine risk-return profiles from a number of candidates by integrating multilateral performance measures. The candidates consist of various portfolios based on multipl...
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ژورنال
عنوان ژورنال: Knowledge-Based Systems
سال: 2017
ISSN: 0950-7051
DOI: 10.1016/j.knosys.2017.06.006