Improved Weight Fuzzy Time Series as used in the Exchange rates Forecasting of US Dollar to Ringgit Malaysia.
Riswan EfendiZuhaimy IsmailMustafa Mat DerisPublished in: Int. J. Comput. Intell. Appl. (2013)
Keyphrases
- exchange rate
- financial time series
- stock price
- foreign exchange
- fuzzy sets
- currency exchange
- stock market
- turning points
- long run
- non stationary
- fuzzy comprehensive evaluation
- fuzzy logic
- membership functions
- dynamic time warping
- fuzzy rules
- financial markets
- fuzzy entropy
- data mining
- machine learning
- risk aversion
- financial data
- fuzzy numbers
- historical data
- fuzzy clustering