메뉴 건너뛰기




Volumn 6, Issue , 2011, Pages 201-206

Stock market prediction with Multiple Regression, Fuzzy type-2 clustering and neural networks

Author keywords

Differential evolution optimization; Forecasting; Fuzzy neural networks; Fuzzy type 2 clustering; Hybrid model; Multiple regression analysis; Stock market prediction

Indexed keywords

ADAPTIVE SYSTEMS; COMMERCE; COMPLEX NETWORKS; COSTS; EVOLUTIONARY ALGORITHMS; FINANCE; FINANCIAL MARKETS; FORECASTING; FUZZY INFERENCE; FUZZY LOGIC; FUZZY NEURAL NETWORKS; OPTIMIZATION; REGRESSION ANALYSIS;

EID: 84856460250     PISSN: None     EISSN: 18770509     Source Type: Conference Proceeding    
DOI: 10.1016/j.procs.2011.08.038     Document Type: Conference Paper
Times cited : (68)

References (13)
  • 2
    • 58749094998 scopus 로고    scopus 로고
    • Surveying stock market forecasting techniques - Part II: Soft computing methods
    • Atsalakis G. S., and K. P. Valavanis, "Surveying stock market forecasting techniques - Part II: Soft computing methods," Expert Systems with Applications, Vol. 36, Issue 3, Part 2 (2009): pp. 5932-5941.
    • (2009) Expert Systems with Applications , vol.36 , Issue.3 PART 2 , pp. 5932-5941
    • Atsalakis, G.S.1    Valavanis, K.P.2
  • 3
    • 34248582401 scopus 로고    scopus 로고
    • A TSK type fuzzy rule based system for stock price prediction
    • Chang, P.C., and H.C. Liu, "A TSK type fuzzy rule based system for stock price prediction," Expert Systems with Applications, Vol. 34 (2008): pp. 135-144.
    • (2008) Expert Systems with Applications , vol.34 , pp. 135-144
    • Chang, P.C.1    Liu, H.C.2
  • 4
    • 77950187238 scopus 로고    scopus 로고
    • Adapted neuro-fuzzy inference system on indirect approach TSK fuzzy rule base for stock market analysis
    • Esfahanipour, A., and W. Aghamiri, "Adapted neuro-fuzzy inference system on indirect approach TSK fuzzy rule base for stock market analysis," Expert Systems with Applications, Vol. 37 (2010): pp. 4742-4748.
    • (2010) Expert Systems with Applications , vol.37 , pp. 4742-4748
    • Esfahanipour, A.1    Aghamiri, W.2
  • 6
    • 77956340248 scopus 로고    scopus 로고
    • Integration of genetic fuzzy systems and artificial neural networks for stock price forecasting
    • Hadavandi, E., H. Shavandi, and A. Ghanbari, "Integration of genetic fuzzy systems and artificial neural networks for stock price forecasting," Knowledge-Based Systems, Vol. 23, Issue 8 (2010): pp. 800-808.
    • (2010) Knowledge-based Systems , vol.23 , Issue.8 , pp. 800-808
    • Hadavandi, E.1    Shavandi, H.2    Ghanbari, A.3
  • 8
    • 33947430572 scopus 로고    scopus 로고
    • Uncertain fuzzy clustering: Interval type-2 fuzzy approach to C-means
    • DOI 10.1109/TFUZZ.2006.889763, Extensions of Type-1 Fuzzy Sets
    • Hwang C., and F. Chung-Hoon Rhee, "Uncertain fuzzy clustering: Interval Type-2 Fuzzy Approach to C-Means," IEEE Transactions on Fuzzy Systems, Vol. 15, No. 1 (2007): pp. 107-120. (Pubitemid 46444307)
    • (2007) IEEE Transactions on Fuzzy Systems , vol.15 , Issue.1 , pp. 107-120
    • Hwang, C.1    Rhee, F.C.-H.2
  • 9
    • 33947678171 scopus 로고    scopus 로고
    • Kernel principal component analysis and support vector machines for stock price prediction
    • DOI 10.1080/07408170600897486, PII 773637408
    • Ince, H., and B. T. Trafalis, "Kernel principal component analysis and support vector machines for stock price prediction," IIE Transactions, Vol. 39, No. 6, (2007): pp. 629-637. (Pubitemid 46502165)
    • (2007) IIE Transactions (Institute of Industrial Engineers) , vol.39 , Issue.6 , pp. 629-637
    • Ince, H.1    Trafalis, T.B.2
  • 11
    • 33947501349 scopus 로고    scopus 로고
    • Applying grey relational analysis and grey decision-making to evaluate the relationship between company attributes and its financial performance - A case study of venture capital enterprises in Taiwan
    • Kung, C.Y., and K. L. Wen, "Applying Grey Relational Analysis and Grey Decision-Making to evaluate the relationship between company attributes and its financial performance - A case study of venture capital enterprises in Taiwan," Decision Support Systems, Vol. 43, Issue 3 (2007): pp. 842-852.
    • (2007) Decision Support Systems , vol.43 , Issue.3 , pp. 842-852
    • Kung, C.Y.1    Wen, K.L.2
  • 13
    • 0742289149 scopus 로고    scopus 로고
    • The adaptive selection of financial and economic variables for use with artificial neural networks
    • Thawornwong, S., and D. Enke, "The Adaptive Selection of Financial and Economic Variables for Use with Artificial Neural Networks," Neurocomputing, Vol. 56 (2003): pp. 205-232.
    • (2003) Neurocomputing , vol.56 , pp. 205-232
    • Thawornwong, S.1    Enke, D.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.