Forecasting stock market price by using fuzzified Choquet integral based fuzzy measures with genetic algorithm for parameter optimization.
Shanoli Samui PalSamarjit KarPublished in: RAIRO Oper. Res. (2020)
Keyphrases
- parameter optimization
- stock market
- choquet integral
- fuzzy measures
- genetic algorithm
- short term
- fuzzy sets
- long term
- fuzzy logic
- fuzzy numbers
- membership functions
- forecasting model
- aggregation operators
- parameter estimation
- rough sets
- neural network
- artificial intelligence
- metric space
- multi objective
- belief functions
- preference relations
- nonlinear models
- evolutionary algorithm
- prediction model
- density function
- artificial neural networks
- decision making
- maximum likelihood
- computational intelligence