A Two-Factor Fuzzy-Fluctuation Time Series Forecasting Model for Stock Markets Based on a Probabilistic Linguistic Preference Relationship and Similarity Measure.
Aiwu ZhaoJunhong GaoHongjun GuanPublished in: IEEE Access (2021)
Keyphrases
- stock market
- stock index futures
- forecasting model
- short term
- stock index
- similarity measure
- long term
- financial time series
- forecasting accuracy
- stock exchange
- stock price
- fuzzy sets
- stock data
- garch model
- financial data
- fuzzy rules
- financial markets
- trading rules
- stock returns
- membership functions
- portfolio optimization
- generative model
- genetic algorithm
- prediction model
- neural network
- artificial neural networks
- machine learning