Fuzzy logic-based portfolio selection with particle filtering and anomaly detection

Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi. Fuzzy logic-based portfolio selection with particle filtering and anomaly detection. Knowl.-Based Syst., 131:113-124, 2017. [doi]

@article{NakanoTT17-0,
  title = {Fuzzy logic-based portfolio selection with particle filtering and anomaly detection},
  author = {Masafumi Nakano and Akihiko Takahashi and Soichiro Takahashi},
  year = {2017},
  doi = {10.1016/j.knosys.2017.06.006},
  url = {https://doi.org/10.1016/j.knosys.2017.06.006},
  researchr = {https://researchr.org/publication/NakanoTT17-0},
  cites = {0},
  citedby = {0},
  journal = {Knowl.-Based Syst.},
  volume = {131},
  pages = {113-124},
}