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http://bura.brunel.ac.uk/handle/2438/2523
Title: | An intelligent system for risk classification of stock investment projects |
Authors: | Serguieva, A Kalganova, T Khan, T |
Keywords: | Finance;Bidirectional incremental evolution;Multimodel knowledge representation |
Issue Date: | 2003 |
Publisher: | Cambridge University Press |
Citation: | Journal of Applied Systems Studies. 4 (2) 236-261 |
Abstract: | The proposed paper demonstrates that a hybrid fuzzy neural network can serve as a risk classifier of stock investment projects. The training algorithm for the regular part of the network is based on bidirectional incremental evolution proving more efficient than direct evolution. The approach is compared with other crisp and soft investment appraisal and trading techniques, while building a multimodel domain representation for an intelligent decision support system. Thus the advantages of each model are utilised while looking at the investment problem from different perspectives. The empirical results are based on UK companies traded on the London Stock Exchange. |
URI: | http://bura.brunel.ac.uk/handle/2438/2523 |
Appears in Collections: | Electronic and Computer Engineering Publications Dept of Electronic and Electrical Engineering Research Papers |
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File | Description | Size | Format | |
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2003 JASS.pdf | 773.29 kB | Adobe PDF | View/Open |
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