Fusion ANFIS models based on multi-stock volatility causality for TAIEX forecasting.
Ching-Hsue ChengLiang-Ying WeiYou-Shyang ChenPublished in: Neurocomputing (2009)
Keyphrases
- stock index
- garch model
- financial markets
- stock market
- stock price
- trading systems
- experimental data
- stock trading
- stock exchange
- short term
- artificial neural networks
- exchange rate
- prediction model
- fuzzy logic
- probabilistic model
- neural network
- predictive model
- hybrid model
- financial time series
- markov random field
- chinese stock market