APPLICATION OF Q-MEASURE IN A REAL TIME FUZZY SYSTEM FOR MANAGING FINANCIAL ASSETS

APPLICATION OF Q-MEASURE IN A REAL TIME FUZZY SYSTEM FOR MANAGING FINANCIAL ASSETS 

Penka Georgieva1 and Ivan Popchev2 

1Burgas Free University, Faculty of Engineering and Computer Science, Burgas, Bulgaria 2Bulgarian Academy of Science, Sofia, Bulgaria 

ABSTRACT 

One of the major problems that a financial manager faces is the enormous amount of financial data. There is a variety of software systems used to support the process of investment decision making. In this paper, a software system for financial asset management is presented. The system is based on fuzzy logic, operates in real time and differs from existing systems for portfolio management in five key aspects. The system is tested on real data from Bulgarian Stock Exchange. 

KEYWORDS 

Fuzzy System, Financial Data, Asset Management, Portfolio Management, Q-measure 

Original Source URL : http://airccse.org/journal/ijsc/papers/3412ijsc03.pdf

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