Forecasting stock market with fuzzy neural networks

Forecasting stock market with fuzzy neural networks

Author: DmitriySt Date: 01.06.2017

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Please refer to this blog post for more information. 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 economic and financial variables which have a strong relationship with the output.

Improved Fuzzy Neural Network for Stock Market Prediction and Application | SpringerLink

In the second phase, Differential Evolution-based type-2 Fuzzy Clustering is implemented to create a prediction model. For the third phase, a Fuzzy type-2 Neural Network is used to perform the reasoning for future stock price prediction.

The results of the network simulation show that the suggested model outperforms traditional models for forecasting stock market prices.

Journals Books Register Sign in Sign in using your ScienceDirect credentials Username. Forgotten username or password? Sign in via your institution OpenAthens Other institution Recent Institutions. Sign in using your ScienceDirect credentials Username. Download full text in PDF Download. JavaScript is disabled on your browser. Please enable JavaScript to use all the features on this page. Procedia Computer Science Volume 6 , , Pages open access.

Forecasting Stock Market with Neural Networks by Tsong-Wuu Lin, Chan-Chien Yu :: SSRN

Stock Market Prediction with Multiple Regression, Fuzzy Type-2 Clustering and Neural Networks. Author links open the author workspace.

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Numbers and letters correspond to the affiliation list. Click to expose these in author workspace Manfred Grauer. Click to expose these in author workspace Nijat Mehdiyev. Click to expose these in author workspace a Department of Finance and Operations Management, The University of Tulsa, Tulsa, OK , USA b Department of Information Systems, University of Siegen, , Siegen, Germany.

Under a Creative Commons license. Abstract 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.

forecasting stock market with fuzzy neural networks

Keywords Stock Market Prediction. Download full text in PDF.

forecasting stock market with fuzzy neural networks

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forecasting stock market with fuzzy neural networks

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