A higher-order fuzzy neural network for modeling financial time series.
Massimo PanellaLuca LiparuloAndrea ProiettiPublished in: IJCNN (2014)
Keyphrases
- fuzzy neural network
- higher order
- financial time series
- modeling method
- fuzzy rules
- financial time series forecasting
- input output
- neural network
- membership functions
- stock market
- financial data
- control strategy
- neuro fuzzy
- non stationary
- turning points
- stock price
- fuzzy control
- graphical models
- markov random field
- network structure
- fuzzy controller
- learning rate