FN-TOPSIS: fuzzy networks for ranking traded equities
- Submitting institution
-
University of Portsmouth
- Unit of assessment
- 11 - Computer Science and Informatics
- Output identifier
- 7107061
- Type
- D - Journal article
- DOI
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10.1109/TFUZZ.2016.2555999
- Title of journal
- IEEE Transactions on Fuzzy Systems
- Article number
- -
- First page
- 315
- Volume
- 25
- Issue
- 2
- ISSN
- 1063-6706
- Open access status
- Out of scope for open access requirements
- Month of publication
- April
- Year of publication
- 2016
- URL
-
-
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
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2
- Research group(s)
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B - Computational Intelligence
- Citation count
- 23
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- A novel modular and transparent approach to ranking of traded equities on the stock market. Allows investors to make more informed choices leading to better returns on investments in comparison with established ranking methods. Significantly, the method outperforms other TOPSIS-based approaches even under high uncertainty, as demonstrated by practical validation in developing financial markets (Kuala Lumpur Stock Exchange) during a crisis period (2007-8).
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -