A Hybrid Neuro-Fuzzy Model for Stock Market Time-Series Prediction.
Alexander VlasenkoOlena VynokurovaNataliia VlasenkoMarta PeleshkoPublished in: DSMP (2018)
Keyphrases
- stock market
- fuzzy model
- neuro fuzzy
- fuzzy rules
- takagi sugeno
- hybrid learning
- fuzzy modeling
- artificial neural networks
- fuzzy systems
- short term
- input output
- membership functions
- stock price
- fuzzy inference system
- nonlinear systems
- stock exchange
- trading rules
- financial time series
- financial markets
- rule base
- stock trading
- financial data
- fuzzy clustering
- non stationary
- fuzzy sets
- stock index futures
- fuzzy neural network
- stock returns
- financial news
- fuzzy controller
- fuzzy logic
- initial values
- neural network
- stock data
- garch model
- computational intelligence
- classification rules
- fuzzy control
- information granulation
- neural network model
- recurrent neural networks
- long term
- reinforcement learning
- knowledge base
- data mining
- input variables