A genetic fuzzy system for asset allocation

摘要

The decisions of financial investors are often made in real-time under many constrains in an environment containing vague and imprecise information. The great amount of financial data brings additional problems in the decision making process. Currently, there are various and diverse software systems to support this process, some based on fundamental analysis and others - on technical analysis. Fuzzy rule-based systems provide the tools to overcome the above difficulties to some extent, due to the fact that dynamic models of complex and non-deterministic systems with unstable and uncertain parameters can be relatively easily. However, fuzzy systems have a serious disadvantage and it is the lack of flexibility. In this work, a hybrid genetic fuzzy system for managing financial assets and test results are presented.