Forecasting annual excess stock returns via an adaptive network-based fuzzy inference system.
Brad S. TrinklePublished in: Intell. Syst. Account. Finance Manag. (2005)
Keyphrases
- fuzzy inference system
- stock returns
- financial time series
- stock market
- wavelet support vector machine
- neuro fuzzy
- fuzzy logic
- short term
- fuzzy rules
- input output
- developed countries
- panel data
- stock price
- exchange rate
- cross sectional
- non stationary
- fuzzy systems
- neural network
- membership functions
- long term
- rule base
- stock data
- financial data
- developing countries
- financial markets
- fuzzy model
- support vector machine
- fuzzy controller
- garch model
- artificial intelligence
- early warning
- multivariate time series
- forecasting model
- control system
- pattern recognition
- clustering algorithm
- cash flow
- image processing
- wavelet kernel
- computer vision