Forecasting portfolio returns using weighted fuzzy time series methods
نویسندگان
چکیده
منابع مشابه
Time 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...
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ژورنال
عنوان ژورنال: International Journal of Approximate Reasoning
سال: 2016
ISSN: 0888-613X
DOI: 10.1016/j.ijar.2016.03.007