Portfolio Investment Decision Support System Based on a Fuzzy Inference System

被引：0

作者：

Casanova, Isidoro J. ^{[1
]}

机构：

[1] Univ Murcia, Dept Informat & Syst, E-30100 Murcia, Spain

来源：

COMPUTATIONAL INTELLIGENCE | 2012年 / 399卷

关键词：

Finance; Portfolio selection; Trading system; Decision support system; Fuzzy inference system; SELECTION; LOGIC;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

This paper describes a hybrid intelligent system formed by a decision support system based on rules for the management of a stock portfolio and by a fuzzy inference system to select the stocks to be incorporated. This system simulates the behavior of any rational investor, so that each day would look if there is any investment opportunity with the use of technical indicators applying a fuzzy logic based approach. The system has been tested in 3 time periods (I year, 3 years and 5 years), simulating the purchase/sale of stocks in the Spanish continuous market and the results have been compared with the revaluations obtained by the best investment funds operating in Spain.

引用

页码：183 / 196

页数：14

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