Secondary factor induced stock index time-series prediction using Self-Adaptive Interval Type-2 Fuzzy Sets.
Diptendu BhattacharyaAmit KonarPratyusha DasPublished in: Neurocomputing (2016)
Keyphrases
- interval type fuzzy sets
- stock index
- financial markets
- stock index futures
- stock market
- garch model
- stock exchange
- non stationary
- artificial neural networks
- empirical analysis
- multivariate time series
- stock price
- fuzzy sets
- neuro fuzzy
- factor analysis
- portfolio management
- membership functions
- ls svm
- neural network model
- long term
- genetic programming
- artificial intelligence