TAIEX Forecasting Using Fuzzy Time Series and Automatically Generated Weights of Multiple Factors.
Shyi-Ming ChenHuai-Ping ChuTian-Wei SheuPublished in: IEEE Trans. Syst. Man Cybern. Part A (2012)
Keyphrases
- automatically generated
- automatically generate
- stock index
- manually created
- manually generated
- empirical analysis
- fuzzy sets
- weather forecasting
- automatically created
- manually constructed
- financial time series
- financial markets
- stock exchange
- stock price
- short term
- text mining
- arma model
- code generator
- box jenkins
- automatically generating
- financial data
- forecasting accuracy
- stock market
- non stationary
- exponential smoothing