An Adaptive Network-Based Fuzzy Inference System (ANFIS) for the prediction of stock market return: The case of the Istanbul Stock Exchange.
Melek Acar BoyaciogluDerya AvciPublished in: Expert Syst. Appl. (2010)
Keyphrases
- fuzzy inference system
- stock market
- stock exchange
- financial time series
- investment strategies
- stock price
- neuro fuzzy
- fuzzy rules
- fuzzy logic
- stock trading
- financial data
- anfis model
- trading rules
- input output
- short term
- membership functions
- fuzzy systems
- neural network
- fuzzy controller
- portfolio optimization
- stock index
- financial markets
- transaction costs
- prediction model
- trading strategies
- stock returns
- garch model
- stock data
- rule base
- non stationary
- fuzzy sets
- chinese stock market