Please use this identifier to cite or link to this item: http://hdl.handle.net/2440/57653
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Type: Book chapter
Title: Intelligent decision support: A fuzzy stock ranking system
Author: Ghandar, A.
Michalewicz, Z.
Zurbrugg, R.
Citation: Aspects of Natural Language Processing: Essays Dedicated to Leonard Bolc on the Occasion of His 75th Birthday, 2009 / Marciniak, M., Mykowiecka, A. (ed./s), pp.379-410
Publisher: Springer
Publisher Place: Germany
Issue Date: 2009
Series/Report no.: Lecture Notes in Computer Science; v. 5070/2009
ISBN: 3642047343
9783642047343
Statement of
Responsibility: 
Adam Ghandar, Zbigniew Michalewicz and Ralf Zurbruegg
Abstract: This paper presents an intelligent decision support system for financial portfolio management. An adaptive business intelligence approach combines optimization, forecasting and adaptation with application specific financial information processing and quantitative investment paradigms. The methodology involves constructing a ranking of stocks by strength of a buy or sell recommendation which is inferred using an adapting forecasting model that considers a range of factors. These include company balance sheet information, market price and trading volume as well as the wider economy. The system adjusts its prediction model dynamically as market conditions change. An evolving fuzzy rule base mechanism encodes a model of relationships between model factors and a recommendation to buy, sell or hold securities.
Keywords: Hedge Fund Management; Fuzzy Rules; Evolutionary Computation
Rights: (c) Springer-Verlag Berlin Heidelberg 2009
RMID: 0020096601
DOI: 10.1007/978-3-642-04735-0_16
Published version: https://doi.org/10.1007/978-3-642-04735-0
Appears in Collections:Computer Science publications

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