Predicting the impact of anticipatory action on US stock market - an event study using ANFIS (a neural fuzzy model).
Philip Y. K. ChengM. L. MahChai QuekPublished in: Congress on Evolutionary Computation (2005)
Keyphrases
- stock market
- fuzzy model
- neural network
- fuzzy inference system
- input output
- membership functions
- stock price
- nonlinear systems
- stock trading
- fuzzy systems
- stock returns
- financial markets
- fuzzy modeling
- takagi sugeno
- parametric optimization
- trading rules
- investment strategies
- non stationary
- fuzzy sets
- pattern recognition