Fuzzy Portfolio Selection with Sugeno Type Fuzzy Neural Network: Investing in the Mexican Stock Market
The objective of this research is to compare the returns of the portfolios developed by the proposed methodology called Fuzzy Portfolio Selection with Sugeno Type Fuzzy Neural Network against Markowitz’s portfolio theory; to identify the best investment model. For this purpose, we used ten stock tim...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Mexicano de Ejecutivos de Finanzas
2021-11-01
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| Series: | Revista Mexicana de Economía y Finanzas Nueva Época REMEF |
| Subjects: | |
| Online Access: | https://www.remef.org.mx/index.php/remef/article/view/583 |