An intelligent short term stock trading fuzzy system for assisting investors in portfolio management
作者：
Highlights：
• The proposed short-term fuzzy system uses a set of appropriate technical indicators.
• The returns of the proposed system are higher than those of the B&H strategy.
• The proposed system avoids big losses during bear markets.
• During bull markets the system produces lower returns than the B&H strategy.
• Transaction costs significantly affect the performance of the proposed system.
摘要
•The proposed short-term fuzzy system uses a set of appropriate technical indicators.•The returns of the proposed system are higher than those of the B&H strategy.•The proposed system avoids big losses during bear markets.•During bull markets the system produces lower returns than the B&H strategy.•Transaction costs significantly affect the performance of the proposed system.
论文关键词：Fuzzy system,Stock market,Portfolio management,Technical analysis,Buy and hold strategy,Bull and bear market
论文评审过程：Received 15 April 2014, Revised 24 July 2015, Accepted 26 July 2015, Available online 3 August 2015, Version of Record 20 October 2015.
论文官网地址：https://doi.org/10.1016/j.eswa.2015.07.063
