Stock Price Prediction Based on Neurofuzzy System for Thai Stock Index.
Monruthai RadeeromChonawat Srisa-anM. L. Kulthon KasemsanPublished in: IMECS (2007)
Keyphrases
- stock price prediction
- neuro fuzzy
- stock price
- stock exchange
- stock market
- stock index futures
- non stationary
- neuro fuzzy systems
- financial markets
- fuzzy rules
- garch model
- historical data
- news articles
- neuro fuzzy models
- recurrent neural networks
- trading systems
- sparsely connected
- financial data
- portfolio optimization
- exchange rate
- financial time series
- transaction costs
- fuzzy neural network
- short term
- machine learning
- data mining
- knowledge base