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A novel method for stock forecasting based on Fuzzy Time Series combined with Longest Common/Repeat Sub-sequence.
Hewen Chen
Zih-Ci Wang
Shu-Yu Kuo
Yao-Hsin Chou
Published in:
SMC (2016)
Keyphrases
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pairwise
significant improvement
high accuracy
clustering method
detection method
similarity measure
preprocessing
cost function
support vector machine
fuzzy membership functions
sequence analysis
feature selection
objective function
rough sets