Pregled bibliografske jedinice broj: 1077118
Fuzzy Logic in Portfolio Selection: Selected Applications
Fuzzy Logic in Portfolio Selection: Selected Applications // Handbook of Research on Applied AI for International Business and Marketing Applications / Christiansen, Bryan ; Škrinjarić, Tihana (ur.).
Hershey (PA): IGI Global, 2021. str. 173-190 doi:10.4018/978-1-7998-5077-9.ch010
CROSBI ID: 1077118 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Fuzzy Logic in Portfolio Selection: Selected
Applications
Autori
Škrinjarić, Tihana
Vrsta, podvrsta i kategorija rada
Poglavlja u knjigama, znanstveni
Knjiga
Handbook of Research on Applied AI for International Business and Marketing Applications
Urednik/ci
Christiansen, Bryan ; Škrinjarić, Tihana
Izdavač
IGI Global
Grad
Hershey (PA)
Godina
2021
Raspon stranica
173-190
ISBN
9781799850779
ISSN
2327-5502
Ključne riječi
fuzzy logic ; stock market ; ranking
Sažetak
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.
Izvorni jezik
Engleski
Znanstvena područja
Matematika, Ekonomija
