One of the greatest difficulties facing a stock trader or investment manager is the stock selection process. In this process, the investor is faced with a large number of competing investments, and a fixed amount of capital. The goal is to spread the available capital across a reduced subset of the competing investments, with the aim of increasing the return. Typically, the investor relies on o...

Recently, the economic crisis has resulted in instability in stock exchange market and this has caused high volatilities in stock value of exchanged firms. Under these conditions, considering uncertainty for a favorite investment is more serious than before. Multi-objective Portfolio selection (Return, Liquidity, Risk and Initial cost of Investment objectives) using MINMAX fuzzy goal programmin...

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This study proposes a multiple attributes decision making (MADM) method for solving glamor stock selection problem based on fundamental analysis. Traditional analyzes rely on choosing key financial ratios in making comparison, or by observing the trends of change in various financial variables (also termed as criteria or signals in this study). However, most of the criteria for stock selection ...

We present an algorithm for selecting an appropriate abstraction when learning a new skill. We show empirically that it can consistently select an appropriate abstraction using very little sample data, and that it significantly improves skill learning performance in a reasonably large real-valued reinforcement learning domain.