Stock market forecasting by using a hybrid model of exponential fuzzy time series.
Fatemeh Mirzaei TalarposhtiHossein Javedani SadaeiRasul EnayatifarFrederico Gadelha GuimarãesMaqsood MahmudTayyebeh EslamiPublished in: Int. J. Approx. Reason. (2016)
Keyphrases
- stock market
- hybrid model
- forecasting accuracy
- financial time series
- stock index
- short term
- garch model
- forecasting model
- support vector regression
- arima model
- stock index futures
- stock exchange
- hybrid models
- artificial neural networks
- back propagation neural network
- stock price
- long term
- trading rules
- stock data
- financial data
- technical indicators
- portfolio optimization
- support vector machine svm
- stock returns
- load forecasting
- financial markets
- fuzzy logic
- foreign exchange
- financial information
- financial news
- listed companies
- trading strategies
- machine learning
- stock trading
- trading systems
- support vector machine
- feature vectors
- decision trees
- stock market data
- data sets