A Novel Stock Forecasting Model based on Fuzzy Time Series and Genetic Algorithm.
Qisen CaiDefu ZhangBo WuStephen C. H. LeungPublished in: ICCS (2013)
Keyphrases
- genetic algorithm
- stock market
- stock index
- box jenkins
- financial time series
- stock price
- fuzzy logic
- weather forecasting
- garch model
- short term
- financial markets
- fuzzy sets
- forecasting accuracy
- stock data
- phase space reconstruction
- membership functions
- arma model
- exchange rate
- exponential smoothing
- non stationary
- genetic algorithm ga
- soft computing
- stock exchange
- hybrid model
- fuzzy systems
- stock trading
- chaotic time series
- information granulation
- neural network
- long term
- fuzzy numbers
- multi objective
- moving average
- fuzzy rule based systems
- multivariate time series
- dynamic time warping
- fuzzy rules
- computational intelligence
- forecasting model
- turning points
- support vector regression
- artificial neural networks
- fuzzy clustering
- evolutionary algorithm
- simulated annealing