Multilayer Stock Forecasting Model Using Fuzzy Time Series
نویسندگان
چکیده
منابع مشابه
Multilayer 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 کاملStock market forecasting by using a hybrid model of exponential fuzzy time series
Article history: Received 9 May 2015 Received in revised form 23 October 2015 Accepted 11 December 2015 Available online 17 December 2015
متن کاملThe Forecasting of Istanbul Stock Market with a High Order Multivariate Fuzzy Time Series Forecasting Model
The fuzzy time series approaches, which recently are intensively considered by the researchers, consist of three stages of fuzzification, determination of fuzzy relations and defuzzification. Several studies using different approaches in these steps have been conducted in literature. In most of the studies related fuzzy time series, the membership degrees of belonging to every fuzzy set of each...
متن کاملFuzzy dual-factor time-series for stock index forecasting
There is an old Wall Street adage goes, ‘‘It takes volume to make price move”. The contemporaneous relation between trading volume and stock returns has been studied since stock markets were first opened. Recent researchers such as Wang and Chin [Wang, C. Y., & Chin S. T. (2004). Profitability of return and volume-based investment strategies in China’s stock market. Pacific-Basin Finace Journal...
متن کاملTime series forecasting using fuzzy techniques
The aim of this contribution is to show the opportunities of applying of fuzzy time series models to predict multiple heterogeneous time series, given at International Time Series Forecasting Competition [http://irafm.osu.cz/cif/main.php]. The dataset of this competition includes 91 time series of different length, time frequencies and behaviour. In this paper the framework (algorithm) of multi...
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: The Scientific World Journal
سال: 2014
ISSN: 2356-6140,1537-744X
DOI: 10.1155/2014/610594