Financial volatility trading using a self-organising neural-fuzzy semantic network and option straddle-based approach.
Whye Loon TungChai QuekPublished in: Expert Syst. Appl. (2011)
Keyphrases
- semantic network
- neural fuzzy
- financial markets
- stock market
- stock price
- foreign exchange
- fuzzy systems
- neuro fuzzy
- trading strategies
- stock exchange
- trading systems
- spreading activation
- exchange rate
- stock data
- fuzzy inference system
- financial crisis
- stock index futures
- array processor
- knowledge base
- wordnet
- financial data
- risk management
- knowledge sources
- semantic relations
- fuzzy logic
- fuzzy inference
- investment strategies
- data mining
- financial time series
- evolutionary computation
- short term
- fuzzy rules
- knowledge based systems
- intelligent systems
- fuzzy sets
- garch model
- scan line
- news articles
- fuzzy controller