Exchange rate prediction using fuzzy system neural network approach.
A. F. M. Khodadad KhanMohammed AnwerShipra BanikPublished in: IFSA/NAFIPS (2013)
Keyphrases
- exchange rate
- neural network
- financial time series
- prediction model
- fuzzy logic
- fuzzy neural network
- foreign exchange
- hybrid intelligent
- fuzzy systems
- adaptive fuzzy
- fuzzy rules
- prediction accuracy
- stock price
- fuzzy sets
- neural network model
- back propagation
- membership functions
- long run
- fuzzy numbers
- multi layer perceptron
- fuzzy art
- artificial neural networks
- fuzzy artmap
- elman network
- probabilistic model
- stock market
- risk aversion
- sufficient conditions
- decision support system
- genetic algorithm