A HMM-based adaptive fuzzy inference system for stock market forecasting.
Md. Rafiul HassanKotagiri RamamohanaraoJoarder KamruzzamanMustafizur RahmanM. Maruf HossainPublished in: Neurocomputing (2013)
Keyphrases
- stock market
- fuzzy inference system
- short term
- financial time series
- neural fuzzy
- garch model
- long term
- foreign exchange
- stock price
- fuzzy logic
- technical indicators
- trading rules
- stock exchange
- stock trading
- neuro fuzzy
- neural network
- fuzzy rules
- input output
- stock index futures
- financial data
- fuzzy systems
- fuzzy model
- financial markets
- membership functions
- forecasting model
- stock returns
- stock data
- exchange rate
- trading strategies
- stock market data
- trading systems
- financial news
- fuzzy controller
- control algorithm
- rule base
- genetic programming
- genetic algorithm