Forecasting KOSPI Using a Neural Network with Weighted Fuzzy Membership Functions and Technical Indicators.
Sang-Hong LeeDong-Kun ShinJoon S. LimPublished in: PCM (2009)
Keyphrases
- technical indicators
- fuzzy membership functions
- neural network
- fuzzy logic
- financial time series
- foreign exchange
- stock price
- fuzzy inference
- membership functions
- stock market
- fuzzy rules
- trading systems
- exchange rate
- fuzzy reasoning
- fuzzy sets
- back propagation
- fuzzy neural network
- financial markets
- artificial neural networks
- short term
- non stationary
- financial data
- early warning
- genetic algorithm
- fuzzy systems
- pattern recognition
- real time
- fuzzy model
- soft computing
- feed forward
- long term
- control system
- expert systems
- prediction model
- rule base
- computational intelligence
- machine learning
- evolutionary algorithm
- association rules