{"id":"https://openalex.org/W2604219592","doi":"https://doi.org/10.3233/978-1-61499-722-1-102","title":"Fuzzy Rule-Based Stock Ranking Using Price Momentum and Market Capitalization","display_name":"Fuzzy Rule-Based Stock Ranking Using Price Momentum and Market Capitalization","publication_year":2016,"publication_date":"2016-01-01","ids":{"openalex":"https://openalex.org/W2604219592","doi":"https://doi.org/10.3233/978-1-61499-722-1-102","mag":"2604219592"},"language":"en","primary_location":{"id":"doi:10.3233/978-1-61499-722-1-102","is_oa":false,"landing_page_url":"https://doi.org/10.3233/978-1-61499-722-1-102","pdf_url":null,"source":{"id":"https://openalex.org/S4210201731","display_name":"Frontiers in artificial intelligence and applications","issn_l":"0922-6389","issn":["0922-6389","1879-8314"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Frontiers in Artificial Intelligence and Applications","raw_type":"book-chapter"},"type":"book-chapter","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/A5116359567","display_name":"Peachavanish Ratchata","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Peachavanish Ratchata","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5116359567"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.29478708,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9549999833106995,"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":0.9549999833106995,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/capitalization","display_name":"Capitalization","score":0.6581928730010986},{"id":"https://openalex.org/keywords/market-capitalization","display_name":"Market capitalization","score":0.5276369452476501},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.5055074691772461},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.45399436354637146},{"id":"https://openalex.org/keywords/ranking","display_name":"Ranking (information retrieval)","score":0.44808638095855713},{"id":"https://openalex.org/keywords/stock-price","display_name":"Stock price","score":0.4214381277561188},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.4076507091522217},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.3785015046596527},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3718721270561218},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3483084440231323},{"id":"https://openalex.org/keywords/geology","display_name":"Geology","score":0.1907263696193695},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.18745669722557068},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.054745495319366455},{"id":"https://openalex.org/keywords/philosophy","display_name":"Philosophy","score":0.04726219177246094}],"concepts":[{"id":"https://openalex.org/C2779137862","wikidata":"https://www.wikidata.org/wiki/Q425951","display_name":"Capitalization","level":2,"score":0.6581928730010986},{"id":"https://openalex.org/C193445137","wikidata":"https://www.wikidata.org/wiki/Q471719","display_name":"Market capitalization","level":4,"score":0.5276369452476501},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5055074691772461},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.45399436354637146},{"id":"https://openalex.org/C189430467","wikidata":"https://www.wikidata.org/wiki/Q7293293","display_name":"Ranking (information retrieval)","level":2,"score":0.44808638095855713},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.4214381277561188},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4076507091522217},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3785015046596527},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3718721270561218},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3483084440231323},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.1907263696193695},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.18745669722557068},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.054745495319366455},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.04726219177246094},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.3233/978-1-61499-722-1-102","is_oa":false,"landing_page_url":"https://doi.org/10.3233/978-1-61499-722-1-102","pdf_url":null,"source":{"id":"https://openalex.org/S4210201731","display_name":"Frontiers in artificial intelligence and applications","issn_l":"0922-6389","issn":["0922-6389","1879-8314"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Frontiers in Artificial Intelligence and Applications","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W4388027506","https://openalex.org/W4248247931","https://openalex.org/W2600340978","https://openalex.org/W4376457357","https://openalex.org/W2084819719","https://openalex.org/W3168136668","https://openalex.org/W1963774539","https://openalex.org/W2931128190","https://openalex.org/W2977526892","https://openalex.org/W2615278284"],"abstract_inverted_index":{"Stock":[0],"market":[1,34,41,50,60,80,91,105],"investing":[2],"is":[3],"an":[4],"inherently":[5],"risky":[6],"and":[7,33,53,78],"imprecise":[8],"activity,":[9],"requiring":[10],"complex":[11],"decision":[12],"making":[13],"under":[14],"uncertainty.":[15],"This":[16],"paper":[17],"proposes":[18],"a":[19,96],"method":[20],"that":[21,44,54],"applies":[22],"fuzzy":[23],"rule-based":[24,68],"inference":[25,69],"to":[26,72],"rank":[27],"stocks":[28,46,55],"based":[29],"on":[30,38],"price":[31],"momentum":[32,76,103],"capitalization.":[35],"Experiments":[36],"performed":[37,62],"Thai":[39],"stock":[40],"data":[42],"showed":[43],"high-momentum":[45],"significantly":[47],"outperformed":[48],"the":[49,75,79],"index":[51],"benchmark,":[52],"of":[56,86],"companies":[57],"with":[58,83],"small":[59],"capitalization":[61,81,106],"better":[63],"than":[64,100],"larger":[65],"ones.":[66],"Fuzzy":[67],"was":[70],"applied":[71],"combine":[73],"both":[74],"factor":[77],"factor,":[82],"different":[84,89],"sets":[85],"rules":[87],"for":[88],"prevailing":[90],"conditions.":[92],"The":[93],"result":[94],"produced":[95],"higher":[97],"investment":[98],"return":[99],"using":[101],"either":[102],"or":[104],"alone.":[107]},"counts_by_year":[],"updated_date":"2026-05-21T09:19:25.381259","created_date":"2025-10-10T00:00:00"}