Long-term forecasting in financial stock market using accelerated LMA on neuro-fuzzy structure and additional fuzzy C-Means clustering for optimizing the GMFs.
Felix PasilaSautma Ronni ThiangLie Handra WijayaPublished in: IJCNN (2008)
Keyphrases
- stock market
- short term
- long term
- neuro fuzzy
- fuzzy c means clustering
- financial time series
- stock exchange
- trading rules
- garch model
- financial data
- stock price
- financial markets
- stock index
- foreign exchange
- financial news
- forecasting model
- fuzzy rules
- stock returns
- stock index futures
- trading strategies
- fuzzy neural network
- fuzzy c means
- portfolio optimization
- recurrent neural networks
- stock data
- trading systems
- feature extraction
- stock trading
- financial information
- real time