An Interval Type-2 Fuzzy Logic System for Stock Index Forecasting Based on Fuzzy Time Series and a Fuzzy Logical Relationship Map
نویسندگان
چکیده
منابع مشابه
Fuzzy 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 کاملan application of fuzzy logic for car insurance underwriting
در ایران بیمه خودرو سهم بزرگی در صنعت بیمه دارد. تعیین حق بیمه مناسب و عادلانه نیازمند طبقه بندی خریداران بیمه نامه براساس خطرات احتمالی آنها است. عوامل ریسکی فراوانی می تواند بر این قیمت گذاری تاثیر بگذارد. طبقه بندی و تعیین میزان تاثیر گذاری هر عامل ریسکی بر قیمت گذاری بیمه خودرو پیچیدگی خاصی دارد. در این پایان نامه سعی در ارائه راهی جدید برای طبقه بندی عوامل ریسکی با استفاده از اصول و روش ها...
Interval Type-2 Fuzzy Logic System
This paper presents the theory and design of interval type-2 fuzzy logic systems (FLSs) because of computational complexity of using general type-2 fuzzy set (T2FS) in type-2 fuzzy system. We propose an efficient and simplified method to compute the input and antecedent operations for interval type-2 FLSs; one that is based on a general inference formula for them. We introduce the concept of up...
متن کاملa new type-ii fuzzy logic based controller for non-linear dynamical systems with application to 3-psp parallel robot
abstract type-ii fuzzy logic has shown its superiority over traditional fuzzy logic when dealing with uncertainty. type-ii fuzzy logic controllers are however newer and more promising approaches that have been recently applied to various fields due to their significant contribution especially when the noise (as an important instance of uncertainty) emerges. during the design of type- i fuz...
15 صفحه اولSecondary factor induced stock index time-series prediction using Self-Adaptive Interval Type-2 Fuzzy Sets
The paper introduces an alternative approach to time-series prediction for stock index data using Interval Type-2 Fuzzy Sets. The work differs from the existing research on time-series prediction by the following counts. First, partitions of the time-series, obtained by fragmenting its valuation space over disjoint equal sized intervals, are represented by Interval Type-2 Fuzzy Sets (or Type-1 ...
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: IEEE Access
سال: 2018
ISSN: 2169-3536
DOI: 10.1109/access.2018.2879962