Using FSBT technique with Rough Set Theory for personal investment portfolio analysis
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Beynon, Malcolm J. & Peel, Michael J., 2001. "Variable precision rough set theory and data discretisation: an application to corporate failure prediction," Omega, Elsevier, vol. 29(6), pages 561-576, December.
- Pawlak, Zdzislaw, 2004. "Decisions rules and flow networks," European Journal of Operational Research, Elsevier, vol. 154(1), pages 184-190, April.
- Pawlak, Zdzislaw, 2002. "Rough sets, decision algorithms and Bayes' theorem," European Journal of Operational Research, Elsevier, vol. 136(1), pages 181-189, January.
- Dimitras, A. I. & Slowinski, R. & Susmaga, R. & Zopounidis, C., 1999. "Business failure prediction using rough sets," European Journal of Operational Research, Elsevier, vol. 114(2), pages 263-280, April.
- Plath, D. Anthony & Stevenson, Thomas H., 2005. "Financial services consumption behavior across Hispanic American consumers," Journal of Business Research, Elsevier, vol. 58(8), pages 1089-1099, August.
- Greco, Salvatore & Matarazzo, Benedetto & Slowinski, Roman, 2001. "Rough sets theory for multicriteria decision analysis," European Journal of Operational Research, Elsevier, vol. 129(1), pages 1-47, February.
- Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
- Azibi, R. & Vanderpooten, D., 2002. "Construction of rule-based assignment models," European Journal of Operational Research, Elsevier, vol. 138(2), pages 274-293, April.
- Fan, Tuan-Fang & Liu, Duen-Ren & Tzeng, Gwo-Hshiung, 2007. "Rough set-based logics for multicriteria decision analysis," European Journal of Operational Research, Elsevier, vol. 182(1), pages 340-355, October.
- Sawicki, Piotr & Zak, Jacek, 2009. "Technical diagnostic of a fleet of vehicles using rough set theory," European Journal of Operational Research, Elsevier, vol. 193(3), pages 891-903, March.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Huang, Chun-Che & Liang, Wen-Yau & Tseng, Tzu-Liang (Bill) & Wong, Ruo-Yin, 2015. "A rough set-based corporate memory for the case of ecotourism," Tourism Management, Elsevier, vol. 47(C), pages 22-33.
- Iftikhar Ul Haq & Tanzeela Shaheen & Wajid Ali & Hamza Toor & Tapan Senapati & Francesco Pilla & Sarbast Moslem, 2023. "Novel Fermatean Fuzzy Aczel–Alsina Model for Investment Strategy Selection," Mathematics, MDPI, vol. 11(14), pages 1-23, July.
- Chen, Yan & Wang, Xuancheng, 2015. "A hybrid stock trading system using genetic network programming and mean conditional value-at-risk," European Journal of Operational Research, Elsevier, vol. 240(3), pages 861-871.
- Nonna Kushnirovich, 2016. "Immigrant investors in financial markets: modes of financial behavior," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 17(6), pages 992-1006, November.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Beynon, Malcolm J., 2005. "A novel technique of object ranking and classification under ignorance: An application to the corporate failure risk problem," European Journal of Operational Research, Elsevier, vol. 167(2), pages 493-517, December.
- Sawicki, Piotr & Zak, Jacek, 2009. "Technical diagnostic of a fleet of vehicles using rough set theory," European Journal of Operational Research, Elsevier, vol. 193(3), pages 891-903, March.
- I Y-F Huang & W-W Wu & Y-T Lee, 2008. "Simplifying essential competencies for Taiwan civil servants using the rough set approach," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 59(2), pages 259-265, February.
- Wen-Min Lu & Qian Long Kweh & Chung-Wei Wang, 2021. "Integration and application of rough sets and data envelopment analysis for assessments of the investment trusts industry," Annals of Operations Research, Springer, vol. 296(1), pages 163-194, January.
- Azam, Nouman & Zhang, Yan & Yao, JingTao, 2017. "Evaluation functions and decision conditions of three-way decisions with game-theoretic rough sets," European Journal of Operational Research, Elsevier, vol. 261(2), pages 704-714.
- H. Ooghe & S. De Prijcker, 2006.
"Failure process and causes of company bankruptcy: a typology,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
06/388, Ghent University, Faculty of Economics and Business Administration.
- Ooghe, H. & De Prijcker, S., 2006. "Failure processes and causes of company bankruptcy: a typology," Vlerick Leuven Gent Management School Working Paper Series 2006-21, Vlerick Leuven Gent Management School.
- Salvatore Barbagallo & Simona Consoli & Nello Pappalardo & Salvatore Greco & Santo Zimbone, 2006. "Discovering Reservoir Operating Rules by a Rough Set Approach," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 20(1), pages 19-36, February.
- Barbati, Maria & Greco, Salvatore & Kadziński, Miłosz & Słowiński, Roman, 2018. "Optimization of multiple satisfaction levels in portfolio decision analysis," Omega, Elsevier, vol. 78(C), pages 192-204.
- Zopounidis, Constantin & Doumpos, Michael, 2002. "Multicriteria classification and sorting methods: A literature review," European Journal of Operational Research, Elsevier, vol. 138(2), pages 229-246, April.
- Zopounidis, C., 1999. "Multicriteria decision aid in financial management," European Journal of Operational Research, Elsevier, vol. 119(2), pages 404-415, December.
- Salwa Kessioui & Michalis Doumpos & Constantin Zopounidis, 2023. "A Bibliometric Overview of the State-of-the-Art in Bankruptcy Prediction Methods and Applications," World Scientific Book Chapters, in: Emilios Galariotis & Alexandros Garefalakis & Christos Lemonakis & Marios Menexiadis & Constantin Zo (ed.), Governance and Financial Performance Current Trends and Perspectives, chapter 6, pages 123-153, World Scientific Publishing Co. Pte. Ltd..
- Liao, Jui-Jung & Shih, Ching-Hui & Chen, Tai-Feng & Hsu, Ming-Fu, 2014. "An ensemble-based model for two-class imbalanced financial problem," Economic Modelling, Elsevier, vol. 37(C), pages 175-183.
- Ravi Kumar, P. & Ravi, V., 2007. "Bankruptcy prediction in banks and firms via statistical and intelligent techniques - A review," European Journal of Operational Research, Elsevier, vol. 180(1), pages 1-28, July.
- Chen, Yan & Wang, Xuancheng, 2015. "A hybrid stock trading system using genetic network programming and mean conditional value-at-risk," European Journal of Operational Research, Elsevier, vol. 240(3), pages 861-871.
- Du, Wen Sheng & Hu, Bao Qing, 2018. "A fast heuristic attribute reduction approach to ordered decision systems," European Journal of Operational Research, Elsevier, vol. 264(2), pages 440-452.
- Apostolos G. Christopoulos & Ioannis G. Dokas & Iraklis Kollias & John Leventides, 2019. "An implementation of Soft Set Theory in the Variables Selection Process for Corporate Failure Prediction Models. Evidence from NASDAQ Listed Firms," Bulletin of Applied Economics, Risk Market Journals, vol. 6(1), pages 1-20.
- Yuan Li & Xiuwu Liao & Wenhong Zhao, 2009. "A rough set approach to knowledge discovery in analyzing competitive advantages of firms," Annals of Operations Research, Springer, vol. 168(1), pages 205-223, April.
- Sanchis, A. & Segovia, M.J. & Gil, J.A. & Heras, A. & Vilar, J.L., 2007. "Rough Sets and the role of the monetary policy in financial stability (macroeconomic problem) and the prediction of insolvency in insurance sector (microeconomic problem)," European Journal of Operational Research, Elsevier, vol. 181(3), pages 1554-1573, September.
- Chung-Ho Su, 2017. "A Novel Hybrid Learning Achievement Prediction Model: A Case Study in Gamification Education Applications (APPs)," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 16(02), pages 515-543, March.
- Chen, Li-Fei & Tsai, Chih-Tsung, 2016. "Data mining framework based on rough set theory to improve location selection decisions: A case study of a restaurant chain," Tourism Management, Elsevier, vol. 53(C), pages 197-206.
More about this item
Keywords
Asset allocation Asset management Forward Search and Backward Trace (FSBT) Investment portfolio Rough Set Theory (RST);Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:201:y:2010:i:2:p:601-607. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.