Rule Based Approach for Stock Selection: An Expert System

Kamley, Sachin; Thakur, R. S.; Jaloree, Shailesh

doi:10.20894/ijcoa.101.004.001.003

Cited by 2 publications

(3 citation statements)

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“…Many researchers, including Xidonas [6], Hadavandi [7], Yunusoglu [8], Kamley [9], Dymova [10], and Amin Naseri [11], have employed rule-based expert systems for optimal portfolio selection.…”

Section: Portfolio Optimizationmentioning

confidence: 99%

Comprehensive Process of Multiportfolio Selection and Ordering

Khalil Moghadam,

Mokhatab Rafiei,

Rastegar

2023

Scientia Iranica

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Portfolio optimization studies have traditionally assumed that portfolio managers manage only one portfolio. However, in reality, managers often manage multiple portfolios that can impact each other. This creates a need for fairness to all customers, which has led to the emergence of a new topic called "multiportfolio optimization". Previous studies have paid little attention to this issue, and the models used were not developed using real stock market data. These models were also limited to the selection phase and did not consider the ordering phase.This research provides a comprehensive process for addressing the multiportfolio problem, covering all sections from selection to ordering. It also implements the process using real stock market data. During this process, the market impact function is estimated using the I-STAR model for different stocks. The proposed model for market impact costs includes both permanent and temporary sections. The proposed models were tested using the Tehran Stock Exchange data in 2019.A comparison of the MPO model output with classical models indicates that the proposed model improves utility by an average of 15%. In the next phase, comparing the proposed ordering model with other models shows a reduction in market impact costs by an average of 26%.

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Section: Portfolio Optimizationmentioning

confidence: 99%

Comprehensive Process of Multiportfolio Selection and Ordering

Khalil Moghadam,

Mokhatab Rafiei,

Rastegar

2023

Scientia Iranica

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“…7). It considers all the facts and rules and try to sorts them before concluding to a solution (Kamley et al, 2016).…”

Section: Inference Enginementioning

confidence: 99%

“…It is a means of communication with user. It provides facilities such graphical user interfaces so as to convert rules from knowledge representation which user may not be familiar to the user understandable form (Kamley et al, 2016).…”

Section: User Interfacementioning

confidence: 99%

Mobile-based application for discovering family relationship using rule based system in Tanzania

Kipendaroho

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Family is a basic unit in society where traditionally, parents raise their children and family bonds survive longer and provide a primary sense of belonging. It has been observed that it become difficult when extended family become complex to find distant relatives using traditional approaches this is due to rural-urban migration and residential mobility, which has been weakened family relationship. Several researchers have developed systems to help relatives in discovering their family relationships using genealogical data, nevertheless, these systems may provide false-positive findings when there is lack of information. In Tanzania the genealogical sites have insufficient individual’s family information for family discovery. The purpose of this paper is to present a developed mobile based application for discovering family relationships with no use of genealogical data and use of rule-based system to identify the type of relationship with a person. Both primary and secondary data collection methods were used to collect data and analyzed using R-studio. The research revealed that rule-based system can easily discover family relationships, and families grow when people interact with the mobile application (MyFam). The system was validated with users, where results emphasized its efficiency as a discovery tool with performance of 40% in user experience, 40% in system functionalities and 55% in system interface. The contribution of this study is to provide a mobile application that can be used in many countries for discovering family members relationships. In addition, due to efficacy of the rule-based system, any relationship can be inferred simply and reliably based on how family relationships are named.

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Rule Based Approach for Stock Selection: An Expert System

Cited by 2 publications

References 0 publications

Comprehensive Process of Multiportfolio Selection and Ordering

Comprehensive Process of Multiportfolio Selection and Ordering

Mobile-based application for discovering family relationship using rule based system in Tanzania

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