DocumentCode :
2825146
Title :
Stock Portfolio Recommendation Using Fuzzy Method
Author :
Fasanghari, Mehdi ; Faraahi, Ahmad
Author_Institution :
Iran Telecommun. Res. Center, Tehran
Volume :
2
fYear :
2008
fDate :
2-4 Sept. 2008
Firstpage :
685
Lastpage :
689
Abstract :
Portfolio recommendation in stock market is complex, especially when the required data are vague. In order to evaluate the stocks and recommend the high priority of them to the customers, it is necessary to rank the stocks based on the criteria which is obtained from literature. Since in this paper the stocks score were presented by fuzzy number, fuzzy entropy method is used to calculate the stock weight for recommendation in portfolio and a fuzzy ranking method is used to rank the stocks for the best recommendation to the customers in their stock portfolio.
Keywords :
fuzzy set theory; stock markets; fuzzy entropy method; fuzzy method; fuzzy number; fuzzy ranking method; stock market; stock portfolio recommendation; stock weight; stocks score; Computer networks; Decision making; Entropy; Fuzzy set theory; Fuzzy sets; Investments; Portfolios; Shape; Stock markets; Uncertainty; Fuzzy entropy; Fuzzy number; Fuzzy ranking; Stock Portfolio recommendation; Tehran Stock Exchange (TSE);
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Networked Computing and Advanced Information Management, 2008. NCM '08. Fourth International Conference on
Conference_Location :
Gyeongju
Print_ISBN :
978-0-7695-3322-3
Type :
conf
DOI :
10.1109/NCM.2008.253
Filename :
4624228
Link To Document :
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