Forecasting portfolio returns using weighted fuzzy time series methods
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Publication:289002
DOI10.1016/j.ijar.2016.03.007zbMath1337.62333OpenAlexW2323186289MaRDI QIDQ289002
José D. Bermúdez, Enriqueta Vercher, Abel Rubio
Publication date: 27 May 2016
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ijar.2016.03.007
Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Portfolio theory (91G10) Inference from stochastic processes and fuzziness (62M86)
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