Multiobjective optimization based adaptive models with fuzzy decision making for stock market forecasting.
Babita MajhiC. M. AnishPublished in: Neurocomputing (2015)
Keyphrases
- stock market
- multiobjective optimization
- decision making
- garch model
- short term
- financial time series
- fuzzy logic
- stock index
- multi objective
- stock price
- stock exchange
- stock index futures
- stock trading
- forecasting model
- multi criteria
- membership functions
- fuzzy rules
- decision makers
- cost function
- risk management
- multi objective optimization
- artificial immune system
- exchange rate
- prediction model
- trading systems
- soft computing
- foreign exchange
- non stationary
- fuzzy sets