Integration of mutual information and CRPSO-based fuzzy model for stock index forecasting.
Jungwon YuSungshin KimPublished in: IFSA-EUSFLAT (2015)
Keyphrases
- fuzzy model
- mutual information
- stock index
- stock market
- garch model
- financial markets
- fuzzy modeling
- stock exchange
- portfolio management
- input output
- stock index futures
- nonlinear systems
- takagi sugeno
- stock price
- membership functions
- fuzzy systems
- fuzzy rules
- short term
- similarity measure
- financial time series
- rule base
- fuzzy controller
- forecasting model
- fuzzy sets
- long term
- fuzzy clustering
- image registration
- fuzzy inference system
- initial values
- pattern recognition
- non stationary
- trading systems
- fuzzy logic
- portfolio selection
- genetic algorithm
- expert systems
- exchange rate
- neuro fuzzy