کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
495996 862846 2012 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Application of type-2 neuro-fuzzy modeling in stock price prediction
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نرم افزارهای علوم کامپیوتر
پیش نمایش صفحه اول مقاله
Application of type-2 neuro-fuzzy modeling in stock price prediction
چکیده انگلیسی

We present an application of type-2 neuro-fuzzy modeling to stock price prediction based on a given set of training data. Type-2 fuzzy rules can be generated automatically by a self-constructing clustering method and the obtained type-2 fuzzy rules cab be refined by a hybrid learning algorithm. The given training data set is partitioned into clusters through input-similarity and output-similarity tests, and a type-2 TSK rule is derived from each cluster to form a fuzzy rule base. Then the antecedent and consequent parameters associated with the rules are refined by particle swarm optimization and least squares estimation. Experimental results, obtained by running on several datasets taken from TAIEX and NASDAQ, demonstrate the effectiveness of the type-2 neuro-fuzzy modeling approach in stock price prediction.

Figure optionsDownload as PowerPoint slideHighlights
► We present an application of type-2 neuro-fuzzy modeling to stock price prediction.
► Type-2 fuzzy rules can be generated automatically by a self-constructing clustering method.
► The parameters associated with the rules are refined by a hybrid learning algorithm.
► The hybrid learning algorithm incorporates particle swarm optimization and least squares estimation.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Soft Computing - Volume 12, Issue 4, April 2012, Pages 1348–1358
نویسندگان
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