文章基本信息

标题：Portfolio Investment Model Using Neuro Fuzzy System
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作者：Keerti. S.Mahajan ; Shruti. S. Jamsandekar ; Dr. R .V. Kulkarni 等
期刊名称：International Journal of Computer Science and Information Technologies
电子版ISSN：0975-9646
出版年度：2015
卷号：6
期号：2
页码：1819-1823
出版社：TechScience Publications
摘要：Stock Market is considered as one of the fundamental building block of developed country so if number of inverstors increases then the economy of the country also increases and every investor invests to get good returns. But as stock market is uncertain and complicated the selection of good scripts are considered as one of the challenge in stock market field.This problem can be modelled using the Neuro-Fuzzy technique that can handle non-linearity and uncertainty in the stock market. Authors proposes a Neuro–Fuzzy model using financial indicators which play a vital role in selection of scripts. In This model past quarter results of selected listed scripts of BSE India are considered for training and setting the parameters of Fuzzy Inference System (FIS) which could signal investors to have profitable script in their portfolio.
关键词：Fuzzy; Neural network; ROCE; P/E Ratio; EPS; ROI;Portfolio