Performance Evaluation of ANFIS and GA-ANFIS for Predicting Stock Market Indices
نویسندگان
چکیده
A model of Adaptive Neuro-Fuzzy Inference System (ANFIS) trained with an evolutionary algorithm, namely Genetic Algorithm (GA) is presented in this paper. Further, the tested on NASDAQ stock market indices which among most widely followed United States. Empirical results show that by determining parameters ANFIS (premise and consequent parameters) using GA, we can improve performance terms Mean Squared Error (MSE), Root (RMSE), coefficient determination (R-Squared) comparison solely ANFIS.
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ژورنال
عنوان ژورنال: International journal of economics and finance
سال: 2021
ISSN: ['1916-9728', '1916-971X']
DOI: https://doi.org/10.5539/ijef.v13n7p1