How to cite this paper
Hajnoori, A., Amiri, M & Alimi, A. (2013). Forecasting stock price using grey-fuzzy technique and portfolio optimization by invasive weed optimization algorithm.Decision Science Letters , 2(3), 175-184.
Refrences
Anagnostopoulos, K.P. & Mamanis, G. (2011). A portfolio optimization model with three objectives and discrete variables. Expert Systems with Applications, 38, 14208-14217.
Akay, D., & Atak, M. (2007). Grey prediction with rolling mechanism for electricity demand forecasting of Turkey. Energy, 32, 1670–1675.
Bertsimas, D. & Shioda, R. (2009). Algorithm for cardinality-constrained quadratic optimization. Computational Optimization and Applications, 43, 1–22.
Chang, K. H., & Wu, C. S. (1998). A grey time series model on forecasting the chinese new year effect in the Taiwan stock market. Journal of The Chinese Grey System Association, 1, 55-63.
Chang, K.H. (1997). A Grey var model on information mechanism of monetary markets in Taiwan. Doctoral Dissertation, National Sun Yat-Sen University.
Chang, K. H., Wu, C. S., & Lin, T. Y. (2000). A grey VAR Forecasting model on the long-term information transmission mechanism intra the Taiwan stock market. Journal of Management, 17(4), 591-623.
Chang, T. J., Meade, N., Beasley, J. E., & Sharaiha, Y. M. (2000). Heuristics for cardinality constrained portfolio optimization. Computers & Operations Research, 27, 1271–1302.
Cheng, M.S. & Chan, J.M. (2002). A grey model and time series model on forecasting performance of foreign exchange market in Taiwan. The Financial Journal of Taiwan, 95-104.
Deng, J. (1982). Control problems of grey system. Systems & Control Letters,1 , 288–294.
Eslami Bidgoli, G., Vafi Sani, J., Alizadeh M., & Bajlan S. (2009). Optimization and investigation on the diversity of portfolio performance using ant colony theory. Stock Exchange Quarterly, 5, 57-75.
Fernandez, A. & Gomez, S. (2007). Portfolio selection using neural networks, computers & operations research.
Golmakani, H. R., & Fazel, M., (2011). Constrained portfolio selection using Particle Swarm Optimization. Expert Systems with Applications: 38, 8327-8335.
Loraschi, A., Tettamanzi, A., Tomassini, M., Svizzero, C., Scientifico, C., & Verda, P. (1995). Distributed genetic algorithms with an application to portfolio selection. In D. W. Pearson, N. C. Steele, & R. F. Albrecht (Eds.), Proceedings of the international conference on artificial neural networks and genetic algorithms (ICANNGA95) (pp. 384–387). Berlin: Springer-Verlag.
Mallahzadeh, A. R., Es & apos; haghi, S., & Alipour, A. (2009). Design of an E-shaped MIMO antenna using IWO algorithm for wireless application at 5.8 GHz. Progress In Electromagnetics Research, 90, 187-203.
Markowitz, H. M. (1959). Portfolio selection: Efficient diversification of investments. New York: Wiley.
Mehrabian, A.R. & Lucas, C. (2006). A novel numerical optimization algorithm in spired from weed colonization. Ecological Informatics, 1, 355-366.
Navidi, H. & Nojoomi, A. & Mirzazadeh H. (2009). Establishment of optimal Portfolio in Tehran Stock Exchange using genetic algorithms. Economic Researches, 83, 242-263.
Nikoofard, A. H., Hajimirsadeghi, H., Rahimi-Kian, A. & Lucas, C. (2012). Multi objective invasive weed optimization: application to analysis of Pareto improvement models in electricity markets. Applied Soft Computing, 12, 100-112.
Pourjafari, E. & Mojallali, H. (2012). Solving nonlinear equations systems with a new approach based on Invasive Weed Optimization algorithm and clustering. Swarm and Evolutionary Computation, 4, 33-34.
Raei, R. & Alibeiki, H. (2010). Stock Portfolio optimization using Particle Swarm Optimization. Financial Researches, 29, 21-40.
Rolland, E. (1996). A Tabu search method for constrained real-number search: Applications to portfolio selection. Columbus: Ohio State University, Department of Accounting & Management Information Systems.
Vielma, J.P., Ahmed, S., & Nemhauser, G.L. (2008). A lifted linear programming branch-and-bound algorithm for mixed-integer conic quadratic programs. INFORMS Journal on Computing, 20, 438–450.
Wang, Y. F. (2002). Predicting stock price using fuzzy grey prediction system. Expert Systems with Applications, 22, 33–39.
Woodside-Oriakhi, M., Lucas, C., & Beasley, J. E., (2011). Heuristic algorithms for the cardinality constrained efficient frontier. European Journal of Operational Research, 213, 538-550.
Akay, D., & Atak, M. (2007). Grey prediction with rolling mechanism for electricity demand forecasting of Turkey. Energy, 32, 1670–1675.
Bertsimas, D. & Shioda, R. (2009). Algorithm for cardinality-constrained quadratic optimization. Computational Optimization and Applications, 43, 1–22.
Chang, K. H., & Wu, C. S. (1998). A grey time series model on forecasting the chinese new year effect in the Taiwan stock market. Journal of The Chinese Grey System Association, 1, 55-63.
Chang, K.H. (1997). A Grey var model on information mechanism of monetary markets in Taiwan. Doctoral Dissertation, National Sun Yat-Sen University.
Chang, K. H., Wu, C. S., & Lin, T. Y. (2000). A grey VAR Forecasting model on the long-term information transmission mechanism intra the Taiwan stock market. Journal of Management, 17(4), 591-623.
Chang, T. J., Meade, N., Beasley, J. E., & Sharaiha, Y. M. (2000). Heuristics for cardinality constrained portfolio optimization. Computers & Operations Research, 27, 1271–1302.
Cheng, M.S. & Chan, J.M. (2002). A grey model and time series model on forecasting performance of foreign exchange market in Taiwan. The Financial Journal of Taiwan, 95-104.
Deng, J. (1982). Control problems of grey system. Systems & Control Letters,1 , 288–294.
Eslami Bidgoli, G., Vafi Sani, J., Alizadeh M., & Bajlan S. (2009). Optimization and investigation on the diversity of portfolio performance using ant colony theory. Stock Exchange Quarterly, 5, 57-75.
Fernandez, A. & Gomez, S. (2007). Portfolio selection using neural networks, computers & operations research.
Golmakani, H. R., & Fazel, M., (2011). Constrained portfolio selection using Particle Swarm Optimization. Expert Systems with Applications: 38, 8327-8335.
Loraschi, A., Tettamanzi, A., Tomassini, M., Svizzero, C., Scientifico, C., & Verda, P. (1995). Distributed genetic algorithms with an application to portfolio selection. In D. W. Pearson, N. C. Steele, & R. F. Albrecht (Eds.), Proceedings of the international conference on artificial neural networks and genetic algorithms (ICANNGA95) (pp. 384–387). Berlin: Springer-Verlag.
Mallahzadeh, A. R., Es & apos; haghi, S., & Alipour, A. (2009). Design of an E-shaped MIMO antenna using IWO algorithm for wireless application at 5.8 GHz. Progress In Electromagnetics Research, 90, 187-203.
Markowitz, H. M. (1959). Portfolio selection: Efficient diversification of investments. New York: Wiley.
Mehrabian, A.R. & Lucas, C. (2006). A novel numerical optimization algorithm in spired from weed colonization. Ecological Informatics, 1, 355-366.
Navidi, H. & Nojoomi, A. & Mirzazadeh H. (2009). Establishment of optimal Portfolio in Tehran Stock Exchange using genetic algorithms. Economic Researches, 83, 242-263.
Nikoofard, A. H., Hajimirsadeghi, H., Rahimi-Kian, A. & Lucas, C. (2012). Multi objective invasive weed optimization: application to analysis of Pareto improvement models in electricity markets. Applied Soft Computing, 12, 100-112.
Pourjafari, E. & Mojallali, H. (2012). Solving nonlinear equations systems with a new approach based on Invasive Weed Optimization algorithm and clustering. Swarm and Evolutionary Computation, 4, 33-34.
Raei, R. & Alibeiki, H. (2010). Stock Portfolio optimization using Particle Swarm Optimization. Financial Researches, 29, 21-40.
Rolland, E. (1996). A Tabu search method for constrained real-number search: Applications to portfolio selection. Columbus: Ohio State University, Department of Accounting & Management Information Systems.
Vielma, J.P., Ahmed, S., & Nemhauser, G.L. (2008). A lifted linear programming branch-and-bound algorithm for mixed-integer conic quadratic programs. INFORMS Journal on Computing, 20, 438–450.
Wang, Y. F. (2002). Predicting stock price using fuzzy grey prediction system. Expert Systems with Applications, 22, 33–39.
Woodside-Oriakhi, M., Lucas, C., & Beasley, J. E., (2011). Heuristic algorithms for the cardinality constrained efficient frontier. European Journal of Operational Research, 213, 538-550.