Adaptive fuzzy system to forecast financial time series volatility.
Ivette LunaRosangela BalliniPublished in: J. Intell. Fuzzy Syst. (2012)
Keyphrases
- financial time series
- adaptive fuzzy
- stock market
- short term
- stock price
- control algorithm
- neural network
- turning points
- nonlinear systems
- exchange rate
- stock returns
- feedback control
- financial data
- non stationary
- fuzzy controller
- fuzzy control
- stock exchange
- long term
- inverted pendulum
- median filter
- control system
- multivariate time series
- fuzzy logic
- digital images
- adaptive control
- closed loop
- artificial neural networks
- image processing
- data mining