TSK Fuzzy Inference System Based GARCH Model for Forecasting Exchange Rate Volatility.
Liyan GengJunhai MaPublished in: FSKD (3) (2008)
Keyphrases
- fuzzy inference system
- exchange rate
- garch model
- stock market
- stock price
- neuro fuzzy
- fuzzy rules
- stock index
- fuzzy logic
- takagi sugeno kang
- financial time series
- fuzzy model
- foreign exchange
- input output
- multivariate time series
- membership functions
- stock exchange
- fuzzy inference
- long run
- chinese stock market
- fuzzy systems
- currency exchange
- neural network
- short term
- sar images
- financial markets
- anfis model
- stock returns
- fuzzy modeling
- pattern recognition
- fuzzy controller
- heavy tailed
- fuzzy sets
- financial data
- soft computing
- historical data
- rule base
- fuzzy clustering
- probabilistic model
- evolutionary algorithm
- expert systems
- data analysis
- decision making
- genetic algorithm
- data mining