Portfolio Optimization Using Neuro Fuzzy-System in Indian Stock Market
Journal of Global Research in Computer Science, Vol. 3, No. 4, pp. 44-47, 2012
Posted: 4 Oct 2013
Date Written: April 5, 2012
Abstract
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.
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