Modeling fitting-function-based fuzzy time series patterns for evolving stock index forecasting.
You-Shyang ChenChing-Hsue ChengWei-Lun TsaiPublished in: Appl. Intell. (2014)
Keyphrases
- stock index
- stock market
- garch model
- stock price
- stock exchange
- financial markets
- stock index futures
- multivariate time series
- financial time series
- portfolio management
- empirical analysis
- trading systems
- short term
- temporal patterns
- historical data
- non stationary
- transaction costs
- financial data
- empirical studies
- long term
- exchange rate
- support vector regression
- pattern mining