A Fuzzy Time Series-Based Neural Network Approach to Option Price Forecasting.
Yungho LeuChien-Pang LeeChen-Chia HungPublished in: ACIIDS (1) (2010)
Keyphrases
- neural network
- fuzzy logic
- hybrid intelligent
- fuzzy neural network
- fuzzy art
- fuzzy sets
- fuzzy systems
- forecasting accuracy
- adaptive fuzzy
- back propagation
- bp neural network
- neural network model
- dynamic time warping
- neural fuzzy
- membership functions
- pattern recognition
- fuzzy rules
- adaptive resonance theory
- artificial neural networks
- computational intelligence
- chaotic time series
- neural network is trained
- fuzzy classifier
- fuzzy inference
- soft computing
- genetic algorithm
- learning vector quantization
- multivariate time series
- activation function
- mackey glass
- radial basis function
- network architecture
- non stationary
- fuzzy numbers
- crude oil
- chronic hepatitis
- fuzzy artmap
- multi layer perceptron
- associative memory
- fuzzy clustering
- feed forward
- fault diagnosis
- similarity measure
- data mining