Fuzzy ARIMA model for forecasting the foreign exchange market.

Fang-Mei Tseng Gwo-Hshiung Tzeng Hsiao-Cheng Yu Benjamin J. C. Yuan

Published in: Fuzzy Sets Syst. (2001)

Keyphrases

foreign exchange
arima model
exchange rate
short term
early warning
stock market
moving average
hybrid model
autoregressive
long term
decision trees
text categorization
dynamical systems
closed loop
autoregressive integrated moving average