Prediction of foreign exchange rates by neural network and fuzzy system based techniques.
Vassilis S. KodogiannisA. LolisPublished in: ESANN (2001)
Keyphrases
- neural network
- exchange rate
- prediction model
- financial time series
- fuzzy logic
- fuzzy neural network
- adaptive fuzzy
- fuzzy sets
- prediction accuracy
- fuzzy systems
- fuzzy art
- hybrid intelligent
- currency exchange
- foreign exchange
- neural fuzzy
- multi layer perceptron
- stock price
- artificial neural networks
- neural network model
- membership functions
- self organizing maps
- elman network
- fuzzy classifier
- polynomial neural networks
- fuzzy rules
- fuzzy numbers
- adaptive resonance theory
- back propagation
- risk aversion
- information retrieval
- genetic algorithm
- decision making
- fuzzy inference system
- recurrent neural networks