Investment portfolio balancing using adaptive neuro-fuzzy inference systems (ANFIS)

• Main Author: Techatewon, Phakhawet.
• Other Authors: Yow Kin Choong
• Format: Final Year Project
• Language: English
• Published: 2011
• Subjects: DRNTU::Engineering::Computer science and engineering
• Online Access: http://hdl.handle.net/10356/44426
• Institution: Nanyang Technological University

Investors have begun to apply financial tools to the technical analysis to maximize the returns. The efficient frontier is one of the widely used techniques in selecting the portfolio, and Adaptive Network‐based Fuzzy Inference System (ANFIS) is renowned for its effective prediction capability. Many...