Anticipative portfolio optimisation using an interpretable evolving fuzzy transformer network

• Main Author: Ong, Bryan Shao En
• Other Authors: Quek Hiok Chai
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2024
• Subjects: Computer and Information Science; Intepretable; Fuzzy; Transformer; Portfolio optimisation; Explainable; Evolving
• Online Access: https://hdl.handle.net/10356/175135
• Institution: Nanyang Technological University

The accurate prediction of stock market prices remains one of the most challenging and studied problems within the field of financial engineering. However, the inherently uncertain and fuzzy nature of financial markets has often limited the effectiveness of conventional crisp computational models. F...