Matches in SemOpenAlex for { <https://semopenalex.org/work/W2102546753> ?p ?o ?g. }
Showing items 1 to 88 of
88
with 100 items per page.
- W2102546753 abstract "A portfolio is an useful method to calculate the rate of expected earnings and risks based on changes in stock prices. However, past methods such as the fundamental analysis, the technical analysis and etc. are not proposed as a decision support system available for real investments. On the other hand, speaking about the asset allocation, those methods determine asset allocation ratio using general indices such as TOPIX independently of the portfolio selections. This paper describes a novel decision support system for assisting in actual investment decisions. First, the system makes a stock investment brand selection using SOM (self-organizing maps). Secondly, the system calculates asset allocation ratio of risk/nonrisk assets using both fuzzy reasoning and the management indices of the brands selected by SOM. We apply this method to actual stock price data and show better results than those by TOPIX. Finally, we discuss an effectiveness of the proposed support system against a steep fall in stock prices, such as IT Bubble collapse that began in 2000." @default.
- W2102546753 created "2016-06-24" @default.
- W2102546753 creator A5014699083 @default.
- W2102546753 creator A5027658472 @default.
- W2102546753 creator A5033652060 @default.
- W2102546753 creator A5069093366 @default.
- W2102546753 date "2006-01-18" @default.
- W2102546753 modified "2023-09-26" @default.
- W2102546753 title "A Portfolio Selection by SOM and An Asset Allocation of Risk / Nonrisk Assets by Fuzzy Reasoning Using the Selected Brands" @default.
- W2102546753 cites W1679913846 @default.
- W2102546753 cites W1976658031 @default.
- W2102546753 cites W2154179876 @default.
- W2102546753 cites W2318499061 @default.
- W2102546753 doi "https://doi.org/10.1109/icsmc.2005.1571569" @default.
- W2102546753 hasPublicationYear "2006" @default.
- W2102546753 type Work @default.
- W2102546753 sameAs 2102546753 @default.
- W2102546753 citedByCount "3" @default.
- W2102546753 crossrefType "proceedings-article" @default.
- W2102546753 hasAuthorship W2102546753A5014699083 @default.
- W2102546753 hasAuthorship W2102546753A5027658472 @default.
- W2102546753 hasAuthorship W2102546753A5033652060 @default.
- W2102546753 hasAuthorship W2102546753A5069093366 @default.
- W2102546753 hasConcept C10138342 @default.
- W2102546753 hasConcept C106159729 @default.
- W2102546753 hasConcept C107327155 @default.
- W2102546753 hasConcept C117245426 @default.
- W2102546753 hasConcept C124101348 @default.
- W2102546753 hasConcept C127413603 @default.
- W2102546753 hasConcept C139819358 @default.
- W2102546753 hasConcept C149782125 @default.
- W2102546753 hasConcept C154945302 @default.
- W2102546753 hasConcept C162118730 @default.
- W2102546753 hasConcept C162324750 @default.
- W2102546753 hasConcept C181236170 @default.
- W2102546753 hasConcept C204036174 @default.
- W2102546753 hasConcept C2780821815 @default.
- W2102546753 hasConcept C2781426361 @default.
- W2102546753 hasConcept C41008148 @default.
- W2102546753 hasConcept C42475967 @default.
- W2102546753 hasConcept C78519656 @default.
- W2102546753 hasConcept C81917197 @default.
- W2102546753 hasConceptScore W2102546753C10138342 @default.
- W2102546753 hasConceptScore W2102546753C106159729 @default.
- W2102546753 hasConceptScore W2102546753C107327155 @default.
- W2102546753 hasConceptScore W2102546753C117245426 @default.
- W2102546753 hasConceptScore W2102546753C124101348 @default.
- W2102546753 hasConceptScore W2102546753C127413603 @default.
- W2102546753 hasConceptScore W2102546753C139819358 @default.
- W2102546753 hasConceptScore W2102546753C149782125 @default.
- W2102546753 hasConceptScore W2102546753C154945302 @default.
- W2102546753 hasConceptScore W2102546753C162118730 @default.
- W2102546753 hasConceptScore W2102546753C162324750 @default.
- W2102546753 hasConceptScore W2102546753C181236170 @default.
- W2102546753 hasConceptScore W2102546753C204036174 @default.
- W2102546753 hasConceptScore W2102546753C2780821815 @default.
- W2102546753 hasConceptScore W2102546753C2781426361 @default.
- W2102546753 hasConceptScore W2102546753C41008148 @default.
- W2102546753 hasConceptScore W2102546753C42475967 @default.
- W2102546753 hasConceptScore W2102546753C78519656 @default.
- W2102546753 hasConceptScore W2102546753C81917197 @default.
- W2102546753 hasLocation W21025467531 @default.
- W2102546753 hasOpenAccess W2102546753 @default.
- W2102546753 hasPrimaryLocation W21025467531 @default.
- W2102546753 hasRelatedWork W1986442575 @default.
- W2102546753 hasRelatedWork W1989074947 @default.
- W2102546753 hasRelatedWork W1999003147 @default.
- W2102546753 hasRelatedWork W2008392401 @default.
- W2102546753 hasRelatedWork W2046226692 @default.
- W2102546753 hasRelatedWork W2052848417 @default.
- W2102546753 hasRelatedWork W2053296404 @default.
- W2102546753 hasRelatedWork W2058617516 @default.
- W2102546753 hasRelatedWork W2071560000 @default.
- W2102546753 hasRelatedWork W2159134133 @default.
- W2102546753 hasRelatedWork W2294211470 @default.
- W2102546753 hasRelatedWork W2536835239 @default.
- W2102546753 hasRelatedWork W2558028446 @default.
- W2102546753 hasRelatedWork W2792675876 @default.
- W2102546753 hasRelatedWork W2810065812 @default.
- W2102546753 hasRelatedWork W2919351616 @default.
- W2102546753 hasRelatedWork W2946220339 @default.
- W2102546753 hasRelatedWork W34881897 @default.
- W2102546753 hasRelatedWork W1609441790 @default.
- W2102546753 hasRelatedWork W3145133157 @default.
- W2102546753 isParatext "false" @default.
- W2102546753 isRetracted "false" @default.
- W2102546753 magId "2102546753" @default.
- W2102546753 workType "article" @default.