Fuzzy weighted local approximation for financial time series modelling and forecasting.

Paolo Pellizzari Claudio Pizzi

Published in: CIFEr (1997)

Keyphrases

financial time series
financial time series forecasting
stock market
exchange rate
financial data
non stationary
fuzzy sets
stock exchange
stock price
stock returns
multivariate time series
turning points
short term
long term
reinforcement learning
knowledge discovery
high dimensional