| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 6904839 | Applied Soft Computing | 2015 | 14 Pages |
Abstract
- A combined soft computing model for value investing is proposed.
- The DRSA model generated 20 rules to classify value stocks.
- Two strong decision rules were obtained for conducting FCA analysis.
- The selected “Good” value stock portfolio outperformed the market index.
- Implications for value stock selection are obtained by DRSA and FCA.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science Applications
Authors
Kao-Yi Shen, Gwo-Hshiung Tzeng,