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Interpretable multi-criteria fuzzy rule based decision models for hedge fund management.

, , и . IEEE Congress on Evolutionary Computation, стр. 1-8. IEEE, (2010)

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Reimar Ralfs

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Enhancing Profitability through Interpretability in Algorithmic Trading with a Multiobjective Evolutionary Fuzzy System., , и . PPSN (2), том 7492 из Lecture Notes in Computer Science, стр. 42-51. Springer, (2012)How much do locals contribute to the price discovery process?, и . Journal of Empirical Finance, 10 (3): 305--320 (мая 2003)Structural breaks and diversification: The impact of the 1997 Asian financial crisis on the integration of Asia-Pacific real estate markets, , и . Journal of International Money and Finance, 25 (6): 974--991 (октября 2006)Evaluation of intelligent quantitative hedge fund management., , , и . IEEE Congress on Evolutionary Computation, стр. 2135-2142. IEEE, (2009)A Computational Intelligence Portfolio Construction System for Equity Market Trading., , , , и . IEEE Congress on Evolutionary Computation, стр. 798-805. IEEE, (2007)The performance of an adaptive portfolio management system., , , и . IEEE Congress on Evolutionary Computation, стр. 2208-2216. IEEE, (2008)Interpretable multi-criteria fuzzy rule based decision models for hedge fund management., , и . IEEE Congress on Evolutionary Computation, стр. 1-8. IEEE, (2010)Index tracking fund enhancement using evolving multi-criteria fuzzy decision models., , , и . IEEE Congress on Evolutionary Computation, стр. 1-8. IEEE, (2010)Intelligent Decision Support: A Fuzzy Stock Ranking System., , и . Aspects of Natural Language Processing, том 5070 из Lecture Notes in Computer Science, стр. 379-410. Springer, (2009)A Case for Learning Simpler Rule Sets with Multiobjective Evolutionary Algorithms., , и . RuleML Europe, том 6826 из Lecture Notes in Computer Science, стр. 297-304. Springer, (2011)