K. S. Ramaswami

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This paper addresses about an approach that suggests for stock portfolio optimization using the combination of Adaptive Neuro-Fuzzy Inference System (ANFIS) and Capital Asset Pricing Model (CAPM). Stock portfolio optimization aims to determine which of the stocks to be added to a portfolio based on the investor's needs, changing economic and market(More)
A novel hybrid approach, integrating stepwise regression analysis (SRA), adaptive neuro-fuzzy inference system (ANFIS) and capital asset pricing model (CAPM), is addressed in this paper for stock portfolio optimization. The SRA is applied to select some of the features from technical indicators that these selected important features improve the performance(More)
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