Fuzzy time series model based on weighted association rule for financial market forecasting.
Ching-Hsue ChengChung-Hsi ChenPublished in: Expert Syst. J. Knowl. Eng. (2018)
Keyphrases
- financial markets
- stock index
- financial time series
- stock market
- technical indicators
- stock price
- association rules
- exchange rate
- trading systems
- short term
- stock exchange
- non stationary
- black scholes
- association rule mining
- fuzzy sets
- early warning
- risk management
- fuzzy numbers
- weather forecasting
- financial data
- garch model
- option pricing
- forecasting accuracy
- long term
- trading strategies
- historical data
- fuzzy logic
- agent based models
- membership functions
- fuzzy rules
- data mining techniques
- software engineering
- portfolio theory