Fusion ANFIS models based on multi-stock volatility causality for TAIEX forecasting

Neurocomputing

Volumn 72, Issue 16-18, 2009, Pages 3462-3468

  Cheng, Ching Hsue ^a   Wei, Liang Ying ^a   Chen, You Shyang ^a  

^a NATIONAL YUNLIN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

Author keywords

ANFIS; Multi stock; TAIEX forecasting; Volatility causality

Indexed keywords

ADAPTIVE NETWORK BASED FUZZY INFERENCE SYSTEM; ANFIS; ANFIS MODEL; ARTIFICIAL NEURAL NETWORK; COMPARISON RESULT; DATA SETS; FORECASTING MODELS; INVESTMENT PORTFOLIO; MULTI-STOCK; NEW MODEL; ROOT MEAN SQUARED ERRORS; STOCK INDICES; STOCK MARKET; STOCK PRICE; TAIEX FORECASTING; TIME SERIES MODELS; TRADING SYSTEMS; VOLATILITY CAUSALITY;

COMMERCE; FUZZY INFERENCE; FUZZY SYSTEMS; INVESTMENTS; NEURAL NETWORKS;

FORECASTING;

ACCURACY; ARTICLE; ARTIFICIAL NEURAL NETWORK; COMMERCIAL PHENOMENA; FINANCIAL MANAGEMENT; FORECASTING; FUZZY SYSTEM; INVESTMENT; MATHEMATICAL ANALYSIS; PRIORITY JOURNAL; PROFIT; STATISTICAL MODEL; TAIWAN; TIME SERIES ANALYSIS; UNITED STATES;

EID: 69249211259     PISSN: 09252312     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.neucom.2008.09.027     Document Type: Article

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