Prediction of stock index futures prices based on fuzzy sets and multivariate fuzzy time series.
Bai-qing SunHaifeng GuoHamid Reza KarimiYuanjing GeShan XiongPublished in: Neurocomputing (2015)
Keyphrases
- fuzzy sets
- stock index futures
- stock market
- financial time series
- membership functions
- multivariate time series
- fuzzy set theory
- fuzzy logic
- fuzzy rules
- rough sets
- membership degree
- fuzzy numbers
- fuzzy similarity
- fuzzy relations
- interval valued
- computational intelligence
- fuzzy inference
- fuzzy partition
- fuzzy entropy
- fuzzy reasoning
- fuzzy information
- fuzzy sets theory
- fuzzy membership functions
- membership degrees
- pattern recognition
- fuzzy association rules
- short term
- soft computing
- intuitionistic fuzzy sets
- fuzzy rough sets
- aggregation operators
- triangular norms
- non stationary
- fuzzy clustering
- autoregressive
- linguistic variables
- stock price
- prediction model
- fuzzy model
- stock exchange
- temporal data
- fuzzy neural network
- genetic algorithm
- financial data