Learning and processing framework using Fuzzy Deep Neural Network for trading and portfolio rebalancing

Learning and processing framework using Fuzzy Deep Neural Network for trading and portfolio rebalancing

Trading strategies are an interesting topic of financial research. Moving Average Convergence Divergence (MACD) indicator is susceptible to performing worse than expected in unstable financial markets. This paper first presents a data-driven Interpretable Fuzzy Deep Neural Network (IFDNN) that provi...

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Bibliographic Details
Main Authors: Kan, Nicole Hui Lin, Cao, Qi, Quek, Chai
Other Authors: School of Computer Science and Engineering
Format: Journal Article
Language:English
Published: 2024
Subjects:
Computer and Information Science
Fuzzy Deep Neural Network
Portfolio rebalancing
Online Access:https://hdl.handle.net/10356/178710

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