A PSO based Integrated Functional Link Net and Interval Type-2 Fuzzy Logic System for Predicting Stock Market Indices
ثبت نشده
چکیده
This chapter maps out the development of the PSO based Functional Link Interval Type-2 Fuzzy Neural System (FLIT2FNS) model used to forecast the stock market indices. In the process, it discusses the architecture of Functional Link Artificial Neural Network (FLANN), FLANN & Type-1Fuzzy Logic System (Type1FLS) and the differences between Type-1FLS and Interval Type-2 Fuzzy Logic System (IT2FLS). The discussion aims at highlighting the relative advantages and disadvantages of all these models. It also shows the superiority of the hybrid model FLIT2FNS.
منابع مشابه
A PSO based integrated functional link net and interval type-2 fuzzy logic system for predicting stock market indices
This paper presents an integrated functional link interval type-2 fuzzy neural system (FLIT2FNS) for predicting the stock market indices. The hybrid model uses a TSK (Takagi–Sugano–Kang) type fuzzy rule base that employs type-2 fuzzy sets in the antecedent parts and the outputs from the Functional Link Artificial Neural Network (FLANN) in the consequent parts. Two other approaches, namely the i...
متن کاملForecasting Stock Market Using Wavelet Transforms and Neural Networks: An integrated system based on Fuzzy Genetic algorithm (Case study of price index of Tehran Stock Exchange)
The jamor purpose of the present research is to predict the total stock market index of Tehran Stock Exchange, using a combined method of Wavelet transforms, Fuzzy genetics, and neural network in order to predict the active participations of finance market as well as macro decision makers.To do so, first the prediction was made by neural network, then a series of price index was decomposed by w...
متن کاملApplications of Data Mining in Stock Market
Data mining is being actively applied to stock market since 1980s. The various aspects of stock market to which data mining has been applied include predicting stock indices, predicting stock prices, portfolio management, portfolio risk management, trend detection, designing recommender systems etc. The various algorithms and methods which have been used for the same include neural networks, as...
متن کاملA Flexible Link Radar Control Based on Type-2 Fuzzy Systems
An adaptive neuro fuzzy inference system based on interval Gaussian type-2 fuzzy sets in the antecedent part and Gaussian type-1 fuzzy sets as coefficients of linear combination of input variables in the consequent part is presented in this paper. The capability of the proposed method (we named ANFIS2) for function approximation and dynamical system identification is remarkable. The structure o...
متن کاملA Fall Detection System based on the Type II Fuzzy Logic and Multi-Objective PSO Algorithm
The Elderly health is an important and noticeable issue; since these people are priceless resources of experience in the society. Elderly adults are more likely to be severely injured or to die following falls. Hence, fast detection of such incidents may even lead to saving the life of the injured person. Several techniques have been proposed lately for the fall detection of people, mostly cate...
متن کامل