{"id":"https://openalex.org/W4295767964","doi":"https://doi.org/10.1109/fuzz-ieee55066.2022.9882666","title":"Fuzzy-Based Stock Selection System through Suitability Index and Position Sizing","display_name":"Fuzzy-Based Stock Selection System through Suitability Index and Position Sizing","publication_year":2022,"publication_date":"2022-07-18","ids":{"openalex":"https://openalex.org/W4295767964","doi":"https://doi.org/10.1109/fuzz-ieee55066.2022.9882666"},"language":"en","primary_location":{"id":"doi:10.1109/fuzz-ieee55066.2022.9882666","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fuzz-ieee55066.2022.9882666","pdf_url":null,"source":{"id":"https://openalex.org/S4363608205","display_name":"2022 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2022 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE)","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/A5007585185","display_name":"Jia-Hao Syu","orcid":"https://orcid.org/0000-0002-3875-9317"},"institutions":[{"id":"https://openalex.org/I16733864","display_name":"National Taiwan University","ror":"https://ror.org/05bqach95","country_code":"TW","type":"education","lineage":["https://openalex.org/I16733864"]}],"countries":["TW"],"is_corresponding":true,"raw_author_name":"Jia-Hao Syu","raw_affiliation_strings":["National Taiwan University,Department of Computer Science and Information Engineering,Taipei,Taiwan","Department of Computer Science and Information Engineering, National Taiwan University, Taipei, Taiwan"],"affiliations":[{"raw_affiliation_string":"National Taiwan University,Department of Computer Science and Information Engineering,Taipei,Taiwan","institution_ids":["https://openalex.org/I16733864"]},{"raw_affiliation_string":"Department of Computer Science and Information Engineering, National Taiwan University, Taipei, Taiwan","institution_ids":["https://openalex.org/I16733864"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5000640263","display_name":"Jerry Chun\u2010Wei Lin","orcid":"https://orcid.org/0000-0001-8768-9709"},"institutions":[{"id":"https://openalex.org/I179863766","display_name":"Western Norway University of Applied Sciences","ror":"https://ror.org/05phns765","country_code":"NO","type":"education","lineage":["https://openalex.org/I179863766"]}],"countries":["NO"],"is_corresponding":false,"raw_author_name":"Jerry Chun-Wei Lin","raw_affiliation_strings":["Western Norway University of Applied Sciences,Department of Computer Science, Electrical Engineering and Mathematical Sciences,Bergen,Norway","Department of Computer Science, Electrical Engineering and Mathematical Sciences, Western Norway University of Applied Sciences, Bergen, Norway"],"affiliations":[{"raw_affiliation_string":"Western Norway University of Applied Sciences,Department of Computer Science, Electrical Engineering and Mathematical Sciences,Bergen,Norway","institution_ids":["https://openalex.org/I179863766"]},{"raw_affiliation_string":"Department of Computer Science, Electrical Engineering and Mathematical Sciences, Western Norway University of Applied Sciences, Bergen, Norway","institution_ids":["https://openalex.org/I179863766"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5066940243","display_name":"Chi\u2010Jen Wu","orcid":"https://orcid.org/0000-0002-6468-0952"},"institutions":[{"id":"https://openalex.org/I173093425","display_name":"Chang Gung University","ror":"https://ror.org/00d80zx46","country_code":"TW","type":"education","lineage":["https://openalex.org/I173093425"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Chi-Jen Wu","raw_affiliation_strings":["Chang Gung University,Department of Computer Science and Information Engineering,Taoyuan,Taiwan","Department of Computer Science and Information Engineering, Chang Gung University, Taoyuan, Taiwan"],"affiliations":[{"raw_affiliation_string":"Chang Gung University,Department of Computer Science and Information Engineering,Taoyuan,Taiwan","institution_ids":["https://openalex.org/I173093425"]},{"raw_affiliation_string":"Department of Computer Science and Information Engineering, Chang Gung University, Taoyuan, Taiwan","institution_ids":["https://openalex.org/I173093425"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5051317071","display_name":"Jan-Ming Ho","orcid":"https://orcid.org/0000-0002-2432-8233"},"institutions":[{"id":"https://openalex.org/I4210098366","display_name":"Institute of Information Science, Academia Sinica","ror":"https://ror.org/00z83z196","country_code":"TW","type":"facility","lineage":["https://openalex.org/I4210098366","https://openalex.org/I84653119"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Jan-Ming Ho","raw_affiliation_strings":["Institute of Information Science,Academia Sinica,Taipei,Taiwan","Academia Sinica, Institute of Information Science, Taipei, Taiwan"],"affiliations":[{"raw_affiliation_string":"Institute of Information Science,Academia Sinica,Taipei,Taiwan","institution_ids":["https://openalex.org/I4210098366"]},{"raw_affiliation_string":"Academia Sinica, Institute of Information Science, Taipei, Taiwan","institution_ids":["https://openalex.org/I4210098366"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5007585185"],"corresponding_institution_ids":["https://openalex.org/I16733864"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.12479914,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"77","issue":null,"first_page":"1","last_page":"7"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9997000098228455,"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":0.9997000098228455,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9821000099182129,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10820","display_name":"Fuzzy Logic and Control Systems","score":0.9671000242233276,"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/sss*","display_name":"SSS*","score":0.8428617715835571},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5684513449668884},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.48726287484169006},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.46639010310173035},{"id":"https://openalex.org/keywords/fuzzy-set","display_name":"Fuzzy set","score":0.4161164164543152},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2127765715122223},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.1898004412651062}],"concepts":[{"id":"https://openalex.org/C148699463","wikidata":"https://www.wikidata.org/wiki/Q3492668","display_name":"SSS*","level":2,"score":0.8428617715835571},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5684513449668884},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.48726287484169006},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.46639010310173035},{"id":"https://openalex.org/C42011625","wikidata":"https://www.wikidata.org/wiki/Q1055058","display_name":"Fuzzy set","level":3,"score":0.4161164164543152},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2127765715122223},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.1898004412651062},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/fuzz-ieee55066.2022.9882666","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fuzz-ieee55066.2022.9882666","pdf_url":null,"source":{"id":"https://openalex.org/S4363608205","display_name":"2022 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2022 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.44999998807907104,"display_name":"Industry, innovation and infrastructure","id":"https://metadata.un.org/sdg/9"}],"awards":[],"funders":[{"id":"https://openalex.org/F4320322108","display_name":"Ministry of Science and Technology","ror":"https://ror.org/032e49973"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":22,"referenced_works":["https://openalex.org/W641045121","https://openalex.org/W654074278","https://openalex.org/W1875151369","https://openalex.org/W1976394453","https://openalex.org/W1987966034","https://openalex.org/W2062705596","https://openalex.org/W2069127901","https://openalex.org/W2153580489","https://openalex.org/W2163969674","https://openalex.org/W2181554967","https://openalex.org/W2911858053","https://openalex.org/W3097267636","https://openalex.org/W3120571876","https://openalex.org/W3121302911","https://openalex.org/W3122961947","https://openalex.org/W3127076294","https://openalex.org/W3149035007","https://openalex.org/W3161114739","https://openalex.org/W3195699963","https://openalex.org/W4245152641","https://openalex.org/W4289255536","https://openalex.org/W6800317484"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2748952813","https://openalex.org/W4254148397","https://openalex.org/W2312544039","https://openalex.org/W2130422680","https://openalex.org/W2262308488","https://openalex.org/W2291521583","https://openalex.org/W2181393623","https://openalex.org/W3183058467","https://openalex.org/W2068666169"],"abstract_inverted_index":{"With":[0],"the":[1,17,37,55,75,81,91,139,146,153,156,162],"rapid":[2],"development":[3],"of":[4,16,19,77,143,150,159,165],"quantitative":[5],"trading,":[6],"stock":[7,49,68,96,101],"selection":[8,50,97,102],"is":[9,26,33,87],"an":[10],"enduring":[11],"task,":[12],"that":[13,116],"requires":[14],"consideration":[15],"characteristic":[18],"stocks":[20,40,78],"and":[21,41,59,98,111,135,145,161],"investment":[22],"strategies.":[23,42,84],"Fuzzy-set":[24],"theory":[25],"outstanding":[27],"in":[28,122,130],"modeling":[29],"abstract":[30],"characteristics,":[31,69],"which":[32,71],"suitable":[34],"for":[35,83,95],"building":[36],"connection":[38],"between":[39],"In":[43],"this":[44],"paper,":[45],"we":[46],"propose":[47],"a":[48,119,127],"system":[51],"(SSS)":[52],"based":[53],"on":[54],"suitability":[56,82],"index":[57],"(SI)":[58],"fuzzy-set":[60,93],"theory.":[61],"SSS":[62,117],"utilizes":[63],"position":[64],"sizing":[65],"to":[66,126],"extract":[67],"SI,":[70],"expresses":[72],"not":[73],"only":[74],"characteristics":[76],"but":[79,124],"also":[80],"The":[85,132],"SI":[86],"then":[88],"transformed":[89],"by":[90],"designed":[92],"modules":[94],"investment.":[99,131],"Several":[100],"mechanisms":[103],"are":[104],"proposed,":[105],"denoted":[106],"as":[107],"SSS-T1,":[108],"SSS-T2,":[109],"SSS-WT1,":[110],"SSS-WT2.":[112],"Experimental":[113],"results":[114],"show":[115],"has":[118],"slight":[120],"improvement":[121,129],"precision,":[123],"leads":[125],"significant":[128],"proposed":[133],"SSS-WT1":[134],"SSS-WT2":[136],"systems":[137],"achieve":[138],"highest":[140,147],"annual":[141,157],"returns":[142],"6.2%":[144],"Sharpe":[148,163],"ratios":[149],"0.924,":[151],"outperforming":[152],"benchmark":[154],"with":[155],"return":[158],"1.9%":[160],"ratio":[164],"0.201.":[166]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}