کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
388922 | 660951 | 2008 | 10 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
A TSK type fuzzy rule based system for stock price prediction
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
هوش مصنوعی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
In this paper, a Takagi–Sugeno–Kang (TSK) type Fuzzy Rule Based System is developed for stock price prediction. The TSK fuzzy model applies the technical index as the input variables and the consequent part is a linear combination of the input variables. The fuzzy rule based model is tested on the Taiwan Electronic Shares from the Taiwan Stock Exchange (TSE). Through the intensive experimental tests, the model has successfully forecasted the price variation for stocks from different sectors with accuracy close to 97.6% in TSE index and 98.08% in MediaTek. The results are very encouraging and can be implemented in a real-time trading system for stock price prediction during the trading period.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Expert Systems with Applications - Volume 34, Issue 1, January 2008, Pages 135–144
Journal: Expert Systems with Applications - Volume 34, Issue 1, January 2008, Pages 135–144
نویسندگان
Pei-Chann Chang, Chen-Hao Liu,