Forecasting of return of stocks portfolio based in fuzzy c-means algorithm and fuzzy transform

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dc.contributor.authorRenato Aguiar
dc.contributor.authorOrcidhttps://orcid.org/0000-0002-4413-3847
dc.date.accessioned2022-01-12T22:02:21Z
dc.date.available2022-01-12T22:02:21Z
dc.date.issued2012-03-29
dc.description.abstractThe aim of this paper is to investigate the trend of the return of a portfolio formed randomly or for any specific technique. The approach is made using two techniques fuzzy: fuzzy c-means (FCM) algorithm and the fuzzy transform, where the rules used in the fuzzy transform arise from the application of the FCM algorithm. The results show that the proposed methodology is able to predict the trend of the return of a stock portfolio, as well as the tendency of the market index. Real data of the financial market are used from 2004 until 2007. © 2012 IEEE.
dc.description.firstpage419
dc.description.lastpage423
dc.identifier.citationAGUIAR, R. Forecasting of return of stocks portfolio based in fuzzy c-means algorithm and fuzzy transform. 2012 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2012 - Proceedings, p. 419-423, 2012.
dc.identifier.doi10.1109/CIFEr.2012.6327824
dc.identifier.urihttps://repositorio.fei.edu.br/handle/FEI/4129
dc.relation.ispartof2012 IEEE Conference on Computational Intelligence for Financial Engineering and Economics, CIFEr 2012 - Proceedings
dc.rightsAcesso Restrito
dc.subject.otherlanguageFCM Algorithm
dc.subject.otherlanguageFinancial Ratios
dc.subject.otherlanguageFuzzy Transform
dc.subject.otherlanguageOverreaction
dc.titleForecasting of return of stocks portfolio based in fuzzy c-means algorithm and fuzzy transform
dc.typeArtigo de evento
fei.scopus.citations1
fei.scopus.eid2-s2.0-84869767389
fei.scopus.subjectFCM algorithm
fei.scopus.subjectFinancial market
fei.scopus.subjectFinancial ratios
fei.scopus.subjectFuzzy C-means algorithms
fei.scopus.subjectFuzzy transforms
fei.scopus.subjectOverreaction
fei.scopus.subjectStock portfolio
fei.scopus.updated2024-07-01
fei.scopus.urlhttps://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84869767389&origin=inward
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