{"id":"https://openalex.org/W1971118956","doi":"https://doi.org/10.1109/ifsa-nafips.2013.6608619","title":"A supervised fuzzy network analysis for risk assessment in stock markets: An ANFIS approach","display_name":"A supervised fuzzy network analysis for risk assessment in stock markets: An ANFIS approach","publication_year":2013,"publication_date":"2013-06-01","ids":{"openalex":"https://openalex.org/W1971118956","doi":"https://doi.org/10.1109/ifsa-nafips.2013.6608619","mag":"1971118956"},"language":"en","primary_location":{"id":"doi:10.1109/ifsa-nafips.2013.6608619","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ifsa-nafips.2013.6608619","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2013 Joint IFSA World Congress and NAFIPS Annual Meeting (IFSA/NAFIPS)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5107430422","display_name":"M.H. Fazel Zarandi","orcid":null},"institutions":[{"id":"https://openalex.org/I158248296","display_name":"Amirkabir University of Technology","ror":"https://ror.org/04gzbav43","country_code":"IR","type":"education","lineage":["https://openalex.org/I158248296"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"M.H. Fazel Zarandi","raw_affiliation_strings":["Department of Industrial Engineering, Amirkabir University of Technology, Tehran, Iran","Dept. of Ind. Eng., AmirKabir Univ. of Technol., Tehran, Iran"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering, Amirkabir University of Technology, Tehran, Iran","institution_ids":["https://openalex.org/I158248296"]},{"raw_affiliation_string":"Dept. of Ind. Eng., AmirKabir Univ. of Technol., Tehran, Iran","institution_ids":["https://openalex.org/I158248296"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5053741490","display_name":"Samira Farivar","orcid":"https://orcid.org/0000-0002-0661-0569"},"institutions":[{"id":"https://openalex.org/I158248296","display_name":"Amirkabir University of Technology","ror":"https://ror.org/04gzbav43","country_code":"IR","type":"education","lineage":["https://openalex.org/I158248296"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"S. Farivar","raw_affiliation_strings":["Department of Industrial Engineering, Amirkabir University of Technology, Tehran, Iran","Dept. of Ind. Eng., AmirKabir Univ. of Technol., Tehran, Iran"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Industrial Engineering, Amirkabir University of Technology, Tehran, Iran","institution_ids":["https://openalex.org/I158248296"]},{"raw_affiliation_string":"Dept. of Ind. Eng., AmirKabir Univ. of Technol., Tehran, Iran","institution_ids":["https://openalex.org/I158248296"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5109262177","display_name":"I.B. Turksen","orcid":null},"institutions":[{"id":"https://openalex.org/I158248296","display_name":"Amirkabir University of Technology","ror":"https://ror.org/04gzbav43","country_code":"IR","type":"education","lineage":["https://openalex.org/I158248296"]},{"id":"https://openalex.org/I185261750","display_name":"University of Toronto","ror":"https://ror.org/03dbr7087","country_code":"CA","type":"education","lineage":["https://openalex.org/I185261750"]}],"countries":["CA","IR"],"is_corresponding":false,"raw_author_name":"I.B. Turksen","raw_affiliation_strings":["Department of Mechanical and Industrial Engineering, University of Toronto, Toronto, ONT, Canada","Dept. of Ind. Eng., AmirKabir Univ. of Technol., Tehran, Iran"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mechanical and Industrial Engineering, University of Toronto, Toronto, ONT, Canada","institution_ids":["https://openalex.org/I185261750"]},{"raw_affiliation_string":"Dept. of Ind. Eng., AmirKabir Univ. of Technol., Tehran, Iran","institution_ids":["https://openalex.org/I158248296"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.10408006,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"1997","issue":null,"first_page":"1470","last_page":"1475"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10820","display_name":"Fuzzy Logic and Control Systems","score":0.9986000061035156,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/adaptive-neuro-fuzzy-inference-system","display_name":"Adaptive neuro fuzzy inference system","score":0.8428174257278442},{"id":"https://openalex.org/keywords/fuzzy-inference-system","display_name":"Fuzzy inference system","score":0.6662749648094177},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.6278239488601685},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.569797694683075},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5560438632965088},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5557658076286316},{"id":"https://openalex.org/keywords/stock-exchange","display_name":"Stock exchange","score":0.5445390939712524},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.5254399180412292},{"id":"https://openalex.org/keywords/cluster-analysis","display_name":"Cluster analysis","score":0.502943217754364},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.4392671585083008},{"id":"https://openalex.org/keywords/expected-return","display_name":"Expected return","score":0.41875308752059937},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.4029986262321472},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.38626277446746826},{"id":"https://openalex.org/keywords/fuzzy-control-system","display_name":"Fuzzy control system","score":0.2836081385612488},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.20378735661506653},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.15107670426368713},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.11219844222068787},{"id":"https://openalex.org/keywords/geography","display_name":"Geography","score":0.07150933146476746}],"concepts":[{"id":"https://openalex.org/C186108316","wikidata":"https://www.wikidata.org/wiki/Q352530","display_name":"Adaptive neuro fuzzy inference system","level":4,"score":0.8428174257278442},{"id":"https://openalex.org/C2987376176","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy inference system","level":5,"score":0.6662749648094177},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6278239488601685},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.569797694683075},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5560438632965088},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5557658076286316},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.5445390939712524},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.5254399180412292},{"id":"https://openalex.org/C73555534","wikidata":"https://www.wikidata.org/wiki/Q622825","display_name":"Cluster analysis","level":2,"score":0.502943217754364},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.4392671585083008},{"id":"https://openalex.org/C154611145","wikidata":"https://www.wikidata.org/wiki/Q4331879","display_name":"Expected return","level":3,"score":0.41875308752059937},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.4029986262321472},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.38626277446746826},{"id":"https://openalex.org/C195975749","wikidata":"https://www.wikidata.org/wiki/Q1475705","display_name":"Fuzzy control system","level":3,"score":0.2836081385612488},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.20378735661506653},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.15107670426368713},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.11219844222068787},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.07150933146476746},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/ifsa-nafips.2013.6608619","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ifsa-nafips.2013.6608619","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2013 Joint IFSA World Congress and NAFIPS Annual Meeting (IFSA/NAFIPS)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/9","display_name":"Industry, innovation and infrastructure","score":0.41999998688697815},{"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals","score":0.4000000059604645}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":36,"referenced_works":["https://openalex.org/W1491302875","https://openalex.org/W1886282832","https://openalex.org/W1912074493","https://openalex.org/W1970112348","https://openalex.org/W1974304087","https://openalex.org/W1998846400","https://openalex.org/W2018675509","https://openalex.org/W2019207321","https://openalex.org/W2034556731","https://openalex.org/W2040956360","https://openalex.org/W2041014910","https://openalex.org/W2049767487","https://openalex.org/W2057570629","https://openalex.org/W2059229600","https://openalex.org/W2071054608","https://openalex.org/W2082078263","https://openalex.org/W2085692898","https://openalex.org/W2097477068","https://openalex.org/W2109356532","https://openalex.org/W2112768365","https://openalex.org/W2115104482","https://openalex.org/W2117678451","https://openalex.org/W2120599785","https://openalex.org/W2157791744","https://openalex.org/W2159265133","https://openalex.org/W2162389778","https://openalex.org/W3089295008","https://openalex.org/W3125460973","https://openalex.org/W4236670843","https://openalex.org/W4245812377","https://openalex.org/W6629325184","https://openalex.org/W6639608709","https://openalex.org/W6665050480","https://openalex.org/W6674534459","https://openalex.org/W6677164839","https://openalex.org/W6677384146"],"related_works":["https://openalex.org/W2181415496","https://openalex.org/W3199050383","https://openalex.org/W4322732584","https://openalex.org/W2477660228","https://openalex.org/W2922721683","https://openalex.org/W2943069943","https://openalex.org/W2382941854","https://openalex.org/W2889574165","https://openalex.org/W2219483656","https://openalex.org/W2735794055"],"abstract_inverted_index":{"In":[0],"this":[1],"paper":[2],"we":[3,71],"have":[4],"used":[5,83],"an":[6],"adaptive":[7],"neuro-fuzzy":[8,80],"inference":[9],"system":[10],"(ANFIS)":[11],"approach":[12],"to":[13,55],"predict":[14,22],"the":[15,23,33,51,64,68,89,97],"risk":[16,42,52],"of":[17,25,99],"stocks.":[18],"Previous":[19],"works":[20],"just":[21,58],"return":[24,44],"stocks":[26],"and":[27,43,57],"make":[28],"their":[29],"portfolio":[30,40],"based":[31],"on":[32,85],"predicted":[34],"return.":[35],"But":[36],"for":[37],"developing":[38],"a":[39],"both":[41],"should":[45],"be":[46],"predicted.":[47],"Our":[48],"model":[49,81],"predicts":[50],"without":[53],"needing":[54],"experts":[56],"with":[59],"using":[60],"available":[61],"data":[62,84],"in":[63],"market.":[65],"To":[66,77],"generate":[67],"membership":[69],"functions,":[70],"use":[72],"Fuzzy":[73],"C-mean":[74],"clustering":[75],"algorithm.":[76],"test":[78],"our":[79],"we've":[82],"portfolios":[86],"constituted":[87],"from":[88],"Tehran":[90],"Stock":[91],"Exchange.":[92],"The":[93],"results":[94],"show":[95],"that":[96],"error":[98],"prediction":[100],"is":[101],"so":[102],"small.":[103]},"counts_by_year":[{"year":2019,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
