Anticipative portfolio optimisation using an interpretable evolving fuzzy transformer network

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...

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Bibliographic Details
Main Author: Ong, Bryan Shao En
Other Authors: Quek Hiok Chai
Format: Final Year Project (FYP)
Language:English
Published: Nanyang Technological University 2024
Subjects:
Online Access:https://hdl.handle.net/10356/175135