A hybrid ANFIS model based on AR and volatility for TAIEX forecasting.
Jing-Rong ChangLiang-Ying WeiChing-Hsue ChengPublished in: Appl. Soft Comput. (2011)
Keyphrases
- stock index
- garch model
- stock market
- stock exchange
- financial markets
- stock price
- portfolio management
- augmented reality
- exchange rate
- empirical analysis
- chinese stock market
- financial time series
- neuro fuzzy
- fuzzy inference system
- multivariate time series
- sar images
- short term
- neural network
- financial data
- empirical studies
- early warning
- portfolio selection
- portfolio optimization
- heavy tailed
- artificial neural networks