By Topic

A Neuro-Fuzzy Approach for Equity Valuation Based on Fundamental Analysis

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Yu-Ru Syau ; Dept. of Inf. Manage., Nat. Formosa Univ. ; Chi-Bin Cheng ; Chung-Jen Fu

Equity valuation by fundamental analysis is modeled by a neuro-fuzzy approach in this paper. This neuro-fuzzy approach is a combination of a fuzzy inference system and a neural network. The fuzzy inference system enables the analyst to qualitatively describe his/her assessment of the influential factors in equity valuation. The neural learning can identify the relation between the influential factors and the equity value through the sample data, and also obtain a quantitative description of the qualitative assessment of influential factors. Stock prices and accounting information of listed companies in Taiwan are collected as sample data for constructing the equity valuation model by the proposed approach

Published in:

Fuzzy Information Processing Society, 2006. NAFIPS 2006. Annual meeting of the North American

Date of Conference:

3-6 June 2006