Abstract
The most crucial phase in the construction of any stock portfolio is proper selection of stocks before the assignment of investment ratio. Presence of various factors which directly or indirectly influence the stock market, have made this selection task uncertain and challenging. In this paper Dempster-Shafer (DS) evidence theory and fuzzy rule based system have been hybridized to rank the stocks under Bombay Stock Exchange based on their historical performance. This ranking proved to be very fruitful for the selection of stocks for short-term investment period.
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Mitra Thakur, G. S., Bhattacharyya, R., Sarkar Mondal, S., & Kar, P. (2016). Ranking of stocks using a hybrid DS-fuzzy system: An application to Bombay stock exchange. In Advances in Intelligent Systems and Computing (Vol. 452, pp. 109–116). Springer Verlag. https://doi.org/10.1007/978-981-10-1023-1_11
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