A Novel Stock Forecasting Model based on Fuzzy Time Series and Genetic Algorithm
نویسندگان
چکیده
منابع مشابه
A Novel Stock Forecasting Model based on Fuzzy Time Series and Genetic Algorithm
Stock market has been developed for over twenty years, and has gone deeply into all aspects of daily economic life and attracted more and more Therefore, researches on finding internal rules and establishing an efficient stock forecast model to help investors minimize risks and maximize returns are very practical and amazing. In this paper, a hybrid model FTSGA based on fuzzy time series and ge...
متن کاملmortality forecasting based on lee-carter model
over the past decades a number of approaches have been applied for forecasting mortality. in 1992, a new method for long-run forecast of the level and age pattern of mortality was published by lee and carter. this method was welcomed by many authors so it was extended through a wider class of generalized, parametric and nonlinear model. this model represents one of the most influential recent d...
15 صفحه اولMultilayer Stock Forecasting Model Using Fuzzy Time Series
After reviewing the vast body of literature on using FTS in stock market forecasting, certain deficiencies are distinguished in the hybridization of findings. In addition, the lack of constructive systematic framework, which can be helpful to indicate direction of growth in entire FTS forecasting systems, is outstanding. In this study, we propose a multilayer model for stock market forecasting ...
متن کاملA Novel Combination Forecasting Algorithm Based on Time Series
To effectively predict cigarette sales and improve the competitiveness of tobacco business enterprises, the characteristics of actual cigarette sales were detailed analyzed. Due to the long-term growth trends, seasonal fluctuations and the nonlinearity of monthly sales, we established three single forecasting models, which are Exponential Smoothing (ES), Seasonal Decomposition (SD) and Radial B...
متن کاملA novel two-factor forecasting model for fuzzy time series
The study of fuzzy time series has increasingly attracted much attention due to its salient capabilities of tackling vague and incomplete data. A variety of forecasting models have devoted to improving forecasting accuracy, however, the issue of partitioning intervals has rarely been investigated. Recently, we proposed a novel deterministic forecasting model to eliminate the major overhead of d...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Procedia Computer Science
سال: 2013
ISSN: 1877-0509
DOI: 10.1016/j.procs.2013.05.281