Portfolio Optimization Using Neuro Fuzzy System In Indian Stock Market
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Portfolio Optimization Using Neuro Fuzzy System In Indian Stock Market
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Author : M. Gunasekaran
language : en
Publisher:
Release Date : 2013
Portfolio Optimization Using Neuro Fuzzy System In Indian Stock Market written by M. Gunasekaran and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.
This paper describes a portfolio optimization system by using Neuro-Fuzzy framework in order to manage stock portfolio. It is great importance to stock investors and applied researchers. The proposed portfolio optimization approach Neuro-Fuzzy System reasoning in order to make a more yields from the stock portfolio, and hence maximize return and minimize risk of a stock portfolio through diversification and right investment allocation to the particular stock under uncertainty. To evaluate the performance of forecasting and optimization system, BSE Sensex index of India considered as benchmarks in this study to measure efficient forecasting models. The results show that the proposed Neuro-Fuzzy system produces much higher accuracy when compared to other portfolio models.
Fuzzy Portfolio Optimization
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Author : Pankaj Gupta
language : en
Publisher: Springer
Release Date : 2014-03-17
Fuzzy Portfolio Optimization written by Pankaj Gupta and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-03-17 with Technology & Engineering categories.
This monograph presents a comprehensive study of portfolio optimization, an important area of quantitative finance. Considering that the information available in financial markets is incomplete and that the markets are affected by vagueness and ambiguity, the monograph deals with fuzzy portfolio optimization models. At first, the book makes the reader familiar with basic concepts, including the classical mean–variance portfolio analysis. Then, it introduces advanced optimization techniques and applies them for the development of various multi-criteria portfolio optimization models in an uncertain environment. The models are developed considering both the financial and non-financial criteria of investment decision making, and the inputs from the investment experts. The utility of these models in practice is then demonstrated using numerical illustrations based on real-world data, which were collected from one of the premier stock exchanges in India. The book addresses both academics and professionals pursuing advanced research and/or engaged in practical issues in the rapidly evolving field of portfolio optimization.
Neuro Fuzzy Based Stock Market Prediction System
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Author : M. Gunasekaran
language : en
Publisher:
Release Date : 2013
Neuro Fuzzy Based Stock Market Prediction System written by M. Gunasekaran and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.
Neural networks have been used for forecasting purposes for some years now. Often arises the problem of a black-box approach, i.e. after having trained neural networks to a particular problem, it is almost impossible to analyze them for how they work. Fuzzy Neuronal Networks allow adding rules to neural networks. This avoids the black-box-problem. Additionally they are supposed to have a higher prediction precision in unlike situations. Applying artificial neural network, genetic algorithm and fuzzy logic for the stock market prediction has attracted much attention recently, which has better correlated the non-quantitative factors with the stock market performance. However these approaches perform less satisfactorily due to the memoryless nature of the stock market performance. In this paper, we propose a data compression-based portfolio prediction model hybridized with the fuzzy logic and genetic algorithm. In the model, the quantifiable microeconomic stock data are first optimized through the genetic algorithms to generate the most effective microeconomic data in relation to the stock market performance.
Encyclopedia Of Information Science And Technology Fourth Edition
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Author : Khosrow-Pour, D.B.A., Mehdi
language : en
Publisher: IGI Global
Release Date : 2017-06-20
Encyclopedia Of Information Science And Technology Fourth Edition written by Khosrow-Pour, D.B.A., Mehdi and has been published by IGI Global this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-06-20 with Computers categories.
In recent years, our world has experienced a profound shift and progression in available computing and knowledge sharing innovations. These emerging advancements have developed at a rapid pace, disseminating into and affecting numerous aspects of contemporary society. This has created a pivotal need for an innovative compendium encompassing the latest trends, concepts, and issues surrounding this relevant discipline area. During the past 15 years, the Encyclopedia of Information Science and Technology has become recognized as one of the landmark sources of the latest knowledge and discoveries in this discipline. The Encyclopedia of Information Science and Technology, Fourth Edition is a 10-volume set which includes 705 original and previously unpublished research articles covering a full range of perspectives, applications, and techniques contributed by thousands of experts and researchers from around the globe. This authoritative encyclopedia is an all-encompassing, well-established reference source that is ideally designed to disseminate the most forward-thinking and diverse research findings. With critical perspectives on the impact of information science management and new technologies in modern settings, including but not limited to computer science, education, healthcare, government, engineering, business, and natural and physical sciences, it is a pivotal and relevant source of knowledge that will benefit every professional within the field of information science and technology and is an invaluable addition to every academic and corporate library.
A Fusion Model Integrating Anfis And Artificial Immune Algorithm For Forecasting Indian Stock Market
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Author : M. Gunasekaran
language : en
Publisher:
Release Date : 2013
A Fusion Model Integrating Anfis And Artificial Immune Algorithm For Forecasting Indian Stock Market written by M. Gunasekaran and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.
Stock market forecasting provides challenging and interesting task to both investors and academic researchers because trading decision at an appropriate time makes more profit for investors. In present study, a new approach has been proposed to integrate Adaptive Neuro-Fuzzy Inference System (ANFIS) with Artificial Immune Algorithm (AIA) for predicting the future index value of National Stock Exchange (NSE) of India. In order to make an efficient forecasting model, ANFIS is employed to optimize decision-making process and an efficient artificial immune algorithm is adopted to adjust membership function parameters of Fuzzy Inference System (FIS). The proposed system was simulated using daily closing value of NSE Nifty data and well-known technical indicators as input data values and output is the predicted future index value of NSE Nifty. Simulation results of our fusion model have been compared with other soft computing models and actual NSE Nifty data as benchmark. The experimental results showed that the proposed forecasting model yielded significantly higher forecasting accuracy values than other forecasting models.
First International Conference On Sustainable Technologies For Computational Intelligence
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Author : Ashish Kumar Luhach
language : en
Publisher: Springer Nature
Release Date : 2019-11-01
First International Conference On Sustainable Technologies For Computational Intelligence written by Ashish Kumar Luhach and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-11-01 with Technology & Engineering categories.
This book gathers high-quality papers presented at the First International Conference on Sustainable Technologies for Computational Intelligence (ICTSCI 2019), which was organized by Sri Balaji College of Engineering and Technology, Jaipur, Rajasthan, India, on March 29–30, 2019. It covers emerging topics in computational intelligence and effective strategies for its implementation in engineering applications.
Optimization Of Financial Asset Neutrosophic Portfolios
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Author : Marcel-Ioan Boloș
language : en
Publisher: Infinite Study
Release Date :
Optimization Of Financial Asset Neutrosophic Portfolios written by Marcel-Ioan Boloș and has been published by Infinite Study this book supported file pdf, txt, epub, kindle and other format this book has been release on with Mathematics categories.
The purpose of this paper was to model, with the help of neutrosophic fuzzy numbers, the optimal financial asset portfolios, offering additional information to those investing in the capital market. The optimal neutrosophic portfolios are those categories of portfolios consisting of two or more financial assets, modeled using neutrosophic triangular numbers, that allow for the determination of financial performance indicators, respectively the neutrosophic average, the neutrosophic risk, for each financial asset, and the neutrosophic covariance as well as the determination of the portfolio return, respectively of the portfolio risk.
Portfolio Optimization Using Data Envelopment Analysis Sharpe S Method
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Author : Harendra Singh
language : en
Publisher:
Release Date : 2016
Portfolio Optimization Using Data Envelopment Analysis Sharpe S Method written by Harendra Singh and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016 with categories.
Due to the advancement of Information Technology it has been easier for investors to invest valuable money in portfolios. There has been availability of tools & data all the time to predict the market in decision-making, for which some models have been developed. With the rigorous research in this attractive topic some mathematical models have been developed & some models from other industries have been considered. Models like Sharpe, Genetic Algorithm, and Monte-Carlo are very helpful in investment decision making. DEA model, originated from production industry, helps in selecting securities for portfolio. In this paper we have exquisitely tried to find out the best method for selection of efficient securities using historical data of BSE-30 industries & compared DEA, Sharpe's model with Market, which gives some exciting results for future investment.
Proceedings Of The International Conference On Computational Intelligence And Sustainable Technologies
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Author : Kedar Nath Das
language : en
Publisher: Springer Nature
Release Date : 2022-02-12
Proceedings Of The International Conference On Computational Intelligence And Sustainable Technologies written by Kedar Nath Das and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-02-12 with Technology & Engineering categories.
This book presents the collection of the accepted research papers presented in the 1st ‘International Conference on Computational Intelligence and Sustainable Technologies (ICoCIST-2021)’. This edited book contains the articles related to the themes on artificial intelligence in machine learning, big data analysis, soft computing techniques, pattern recognitions, sustainable infrastructural development, sustainable grid computing and innovative technology for societal development, renewable energy, and innovations in Internet of Things (IoT).
Financial Risk Management And Portfolio Optimization Using Artificial Neural Networks And Extreme Value Theory
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Author : Diagne Mabouba
language : en
Publisher:
Release Date : 2002
Financial Risk Management And Portfolio Optimization Using Artificial Neural Networks And Extreme Value Theory written by Diagne Mabouba and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with categories.