Using Extracted Fuzzy Rules Based on Multi-technical Indicators for Forecasting TAIEX.
Tai-Liang ChenChing-Hsue ChengYa-Ching ChenPublished in: IC-AI (2010)
Keyphrases
- fuzzy rules
- technical indicators
- stock index
- stock exchange
- financial time series
- stock price
- trading systems
- stock market
- financial markets
- foreign exchange
- rule base
- fuzzy systems
- membership functions
- fuzzy classifier
- fuzzy logic
- neuro fuzzy
- fuzzy sets
- fuzzy neural network
- exchange rate
- fuzzy model
- fuzzy control
- genetic optimization
- non stationary
- financial data
- historical data
- fuzzy if then rules
- fuzzy controller
- fuzzy rule based systems
- fuzzy inference system
- early warning
- short term
- portfolio optimization
- real time
- computational intelligence
- multivariate time series