A novel fuzzy-Markov forecasting model for stock fluctuation time series.
Hongjun GuanJie HeShuang GuanAiwu ZhaoPublished in: Evol. Intell. (2020)
Keyphrases
- stock market
- stock index futures
- forecasting model
- short term
- stock index
- forecasting accuracy
- stock price
- stock data
- long term
- financial time series
- stock exchange
- garch model
- financial markets
- financial data
- fuzzy sets
- bp neural network
- fuzzy logic
- support vector regression
- membership functions
- load forecasting
- rainfall runoff
- natural gas
- fault diagnosis
- test set
- pattern recognition
- training data