Investment portfolio balancing: application of a generic self-organizing fuzzy neural network (GenSoFNN)

Abstract

In contrast to short-term stock trading, portfolio managers are interested in the mediumto long-term peaks and troughs of the stock price cycles as signals to balance their stock portfolios – the predicted trough is the signal to buy the stock and the predicted peak is the signal to sell the stock. As statistical models are generally inadequate or incapable… (More)
DOI: 10.1002/isaf.298

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