Sequential combination of statistics, econometrics and Adaptive Neural-Fuzzy Interface for stock market prediction

Expert Systems with Applications

Volumn 37, Issue 7, 2010, Pages 5116-5125

  Ansari, Tanvir ^a   Kumar, Manoj ^a   Shukla, Anupam ^a   Dhar, Joydip ^a   Tiwari, Ritu ^a  

^a ABV INDIAN INSTITUTE OF INFORMATION TECHNOLOGY AND MANAGEMENT   (India)

Author keywords

Adaptive Neuro Fuzzy Interface System; GARCH GJR EGARCH (P, Q); Hybrid learning algorithm; Subtractive clustering; Sugeno type FIS

Indexed keywords

CHARACTERISTICS ANALYSIS; COMPUTATIONAL ANALYSIS; CORRELATION TESTS; DATA CLUSTERING; DATA POINTS; DATA SETS; DATA SIMULATION; FINANCIAL DATA; FUZZY INTERFACE; FUZZY INTERFACE SYSTEMS; FUZZY MEMBERSHIP FUNCTION; FUZZY NETWORKS; GRADIENT DESCENT METHOD; HETEROSCEDASTIC; HYBRID LEARNING ALGORITHM; HYPOTHESIS TESTS; LEAST SQUARE METHODS; MARKET UNCERTAINTY; NEURAL FUZZY; NEURO-FUZZY; RECESSION PERIOD; SEQUENTIAL COMBINATION; STATISTICAL ANALYSIS; STOCK MARKET; STOCK MARKET INDEX; STOCK MARKET PREDICTION; SUBTRACTIVE CLUSTERING; TESTS AND ANALYSIS;

ADAPTIVE ALGORITHMS; ARTS COMPUTING; CLUSTER ANALYSIS; COMMERCE; COMPUTATIONAL EFFICIENCY; FINANCE; FORECASTING; FUZZY NEURAL NETWORKS; FUZZY SYSTEMS; INTERACTIVE COMPUTER SYSTEMS; LEARNING ALGORITHMS; MEMBERSHIP FUNCTIONS; OPTIMIZATION; REGRESSION ANALYSIS; STATISTICAL TESTS; TIME SERIES; UNCERTAINTY ANALYSIS;

CLUSTERING ALGORITHMS;

EID: 77950187419     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2009.12.083     Document Type: Article

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