the concept of intelligently controlling the search process of gravitational search algorithm (gsa) is introduced to develop a novel data mining technique. the proposed method is called fuzzy gsa miner (fgsa-miner). at first a fuzzy controller is designed for adaptively controlling the gravitational coefficient and the number of effective objects, as two important parameters which play major ro...

A fuzzy logic based expert system has been developed that automatically allocates electronic attack resources in real-time over many dissimilar platforms. A new approach is being explored that involves embedding the resource manager in an electronic game environment. The game allows a human expert to play against the resource manager in a simulated battlespace with each of the defending platfor...

Stock data mining such as financial pairs mining is useful for trading supports and market surveillance. Financial pairs mining targets mining pair relationships between financial entities such as stocks and markets. This paper introduces a fuzzy genetic algorithm framework and strategies for discovering pair relationship in stock data such as in high dimensional trading data by considering use...

In this research, we proposed a new metaheuristic technique for stock portfolio multi-objective optimization employing the combination of Strength Pareto Evolutionary Algorithm (SPEA), Adaptive Neuro-Fuzzy Inference System (ANFIS) and Arbitrage Pricing Theory (APT). To generate the more precise model, ANFIS has implemented to envisage long-term movement values of the Tehran Stock Exchange (TSE)...

This paper compares the accuracy of three hybrid intelligent systems in forecasting ten international stock market indices; namely the CAC40, DAX, FTSE, Hang Seng, KOSPI, NASDAQ, NIKKEI, S&P500, Taiwan stock market price index, and the Canadian TSE. In particular, genetic algorithms (GA) are used to optimize the topology and parameters of the adaptive time delay neural networks (ATNN) and the t...

Stock market forecasting research offers many challenges and opportunities, with the forecasting of individual stocks or indexes focusing on forecasting either the level (value) of future market prices, or the direction of market price movement. A three-stage stock market prediction system is introduced in this article. In the first phase, Multiple Regression Analysis is applied to define the e...

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-similari...

This paper proposed a model to predict the stock price based on combining Self-Organizing Map (SOM) and fuzzy – Support Vector Machines (f-SVM). Extraction of fuzzy rules from raw data based on the combining of statistical machine learning models is the base of this proposed approach. In the proposed model, SOM is used as a clustering algorithm to partition the whole input space into several di...

This study applied a prediction-based portfolio optimization model to explore the results of portfolio predicament in the Tehran Stock Exchange. To this aim, first, the data mining approach was used to predict the petroleum products and chemical industry using clustering stock market data. Then, some effective factors, such as crude oil price, exchange rate, global interest rate, gold price, an...