Intelligent Forecasting of S&P 500 Time Series - A Self-organizing Fuzzy Approach.
Chunshien LiHsin Hui ChengPublished in: ACIIDS (2) (2011)
Keyphrases
- financial time series
- stock market
- stock index
- stock price
- weather forecasting
- short term
- neural network
- non stationary
- forecasting accuracy
- turning points
- financial markets
- fuzzy sets
- fuzzy logic
- financial data
- fuzzy set theory
- exchange rate
- membership functions
- fuzzy clustering
- multivariate time series
- long term
- garch model
- exponential smoothing
- demand forecasting
- box jenkins
- hybrid model
- moving average
- fuzzy modeling
- fuzzy rules
- decision support
- arma model
- fuzzy systems
- fuzzy numbers
- prediction model
- neural network model
- forecasting model
- chaotic time series
- distance measure
- phase space reconstruction
- mackey glass