An Adaptive Neuro-Based Fuzzy Inference System (ANFIS) for the Prediction of Option Price: The Case of the Australian Option Market.
Hooman AbdollahiPublished in: Int. J. Appl. Metaheuristic Comput. (2020)
Keyphrases
- fuzzy inference system
- neuro fuzzy
- option pricing
- fuzzy logic
- anfis model
- fuzzy rules
- input output
- neural network
- fuzzy inference
- fuzzy model
- neural fuzzy
- fuzzy systems
- takagi sugeno
- membership functions
- fuzzy if then rules
- real option
- hybrid learning
- stock price
- decision making
- rule base
- fuzzy neural network
- error rate
- adaptive neural
- real time
- pattern recognition
- root mean square error
- fuzzy controller
- prediction model
- soft computing
- stock market