Multiple-Period Modified Fuzzy Time-Series for Forecasting TAIEX.

Ching-Hsue Cheng Tai-Liang Chen Hia Jong Teoh

Published in: FSKD (3) (2007)

Keyphrases

stock index
stock market
stock exchange
stock price
financial time series
weather forecasting
fuzzy logic
non stationary
data mining
multiresolution
fuzzy sets
short term
prediction model
forecasting accuracy
turning points
box jenkins