Fuzzy Logic in Portfolio Selection: Selected Applications (CROSBI ID 67310)
Prilog u knjizi | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Škrinjarić, Tihana
engleski
Fuzzy Logic in Portfolio Selection: Selected Applications
This chapter deals with possibilities of using fuzzy logic in the process of selecting stocks for the portfolio. Often investors observe specific cognitive uncertainty problems within the portfolio selection. This is where fuzzy logic can help with the final decision. After the description of the selected fuzzy logic concepts and comparison with other similar approaches, an empirical section provides detailed insights into the applications of such methodology. The analysis utilizes weekly data for the period January 2018 – April 2019 for 20 selected stocks in order to exhibit the usefulness of the observed approach in the portfolio selection.
fuzzy logic ; stock market ; ranking
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Podaci o prilogu
173-190.
objavljeno
10.4018/978-1-7998-5077-9.ch010
Podaci o knjizi
Handbook of Research on Applied AI for International Business and Marketing Applications
Christiansen, Bryan ; Škrinjarić, Tihana
Hershey (PA): IGI Global
2021.
9781799850779
2327-5502
2327-5529