Open AccessOnline Portfolio Selection Based on Adaptive Kalman Filter through Fuzzy Approach
Author(s) -
Taksaporn Sirirut,
Dawud Thongtha
Publication year - 2022
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2022.123026
Subject(s) - portfolio , kalman filter , computer science , selection (genetic algorithm) , econometrics , stock market index , mathematical optimization , fuzzy logic , algorithm , data mining , economics , mathematics , finance , machine learning , artificial intelligence , stock market , paleontology , horse , biology
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