Adaptive parameter forecasting for FOREX automatic trading system using fuzzy time series.
Kraimon ManeesilpBoontee KruatrachuePitikhate SooraksaPublished in: ICMLC (2011)
Keyphrases
- technical indicators
- exchange rate
- financial time series
- stock price
- stock index
- trading systems
- foreign exchange
- stock market
- arma model
- financial forecasting
- financial markets
- non stationary
- stock exchange
- fuzzy sets
- weather forecasting
- turning points
- trading rules
- fuzzy logic
- short term
- forecasting accuracy
- early warning
- neural network
- soft computing
- moving average
- trading strategies
- fuzzy rules
- long run
- market data
- genetic programming
- portfolio optimization
- autoregressive
- risk management
- forecasting model
- chaotic time series
- co occurrence
- long term
- feature selection
- information retrieval