Forecasting stock price using grey-fuzzy technique and portfolio optimization by invasive weed optimization algorithm

Portfolio optimization problem follows the calculation of investment income per share, based on return and risk criteria. Since stock risk is achieved by calculating its return, which is itself computed based on stock price, it is essential to forecast the stock price, efficiently. In this paper, in...

Full description

Bibliographic Details
Main Authors: A. Hajnoori, M. Amiri, A. Alimi
Format: Article
Language:English
Published: Growing Science 2013-07-01
Series:Decision Science Letters
Subjects:
Online Access:http://www.growingscience.com/dsl/Vol2/dsl_2013_20.pdf