A HMM-based adaptive fuzzy inference system for stock market forecasting

Neurocomputing

Volumn 104, Issue , 2013, Pages 10-25

  Hassan, Md Rafiul ^a   Ramamohanarao, Kotagiri ^b   Kamruzzaman, Joarder ^c   Rahman, Mustafizur ^b   Maruf Hossain, M ^b  

^a KING FAHD UNIVERSITY OF PETROLEUM AND MINERALS   (Saudi Arabia)

^b UNIVERSITY OF MELBOURNE   (Australia)

^c UNIVERSITY OF BALLARAT   (Australia)

Author keywords

Fuzzy system; Hidden Markov Model (HMM); Log likelihood value; Stock market forecasting

Indexed keywords

ADAPTATION PROCESS; ADAPTIVE BEHAVIOR; ADAPTIVE FUZZY; AUSTRALIA; BETTER PERFORMANCE; DATA VECTORS; DOW JONES; FORECASTING STOCK PRICES; FUZZY MODELS; HIDDEN MARKOV MODEL(HMM); HMM-BASED; LOG LIKELIHOOD; NONLINEAR TIME SERIES; PARAMETER VALUES; STOCK INDICES; STOCK MARKET; STOCK MARKET FORECASTING;

COMMERCE; FINANCE; FUZZY RULES; FUZZY SYSTEMS; HIDDEN MARKOV MODELS;

FORECASTING;

ARTICLE; ARTIFICIAL NEURAL NETWORK; CLUSTER ANALYSIS; FORECASTING; FUZZY SYSTEM; HIDDEN MARKOV MODEL; MARKETING; ONLINE SYSTEM; PRIORITY JOURNAL; PROBABILITY; STATISTICAL ANALYSIS; STOCK MARKET;

EID: 84873713002     PISSN: 09252312     EISSN: 18728286     Source Type: Journal    
DOI: 10.1016/j.neucom.2012.09.017     Document Type: Article

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