메뉴 건너뛰기




Volumn 33, Issue , 2013, Pages 893-899

A hybrid model based on ANFIS and adaptive expectation genetic algorithm to forecast TAIEX

Author keywords

Adaptive learning; Adaptive network based fuzzy inference system; Genetic algorithm; Subtractive clustering; Technical indicators

Indexed keywords


EID: 84880320790     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2013.06.009     Document Type: Article
Times cited : (61)

References (31)
  • 1
    • 0042824912 scopus 로고    scopus 로고
    • Using genetic algorithms to find technical trading rules
    • Allen F., Karalainen R. Using genetic algorithms to find technical trading rules. Journal of Financial Economics 1999, 51:245-271.
    • (1999) Journal of Financial Economics , vol.51 , pp. 245-271
    • Allen, F.1    Karalainen, R.2
  • 3
    • 42449156579 scopus 로고
    • Generalized autoregressive conditional heteroscedasticity
    • Bollerslev T. Generalized autoregressive conditional heteroscedasticity. Journal of Econometrics 1986, 31:307-327.
    • (1986) Journal of Econometrics , vol.31 , pp. 307-327
    • Bollerslev, T.1
  • 5
    • 0001073047 scopus 로고    scopus 로고
    • Forecasting enrollments based on fuzzy time-series
    • Chen S.M. Forecasting enrollments based on fuzzy time-series. Fuzzy Sets and Systems 1996, 81:311-319.
    • (1996) Fuzzy Sets and Systems , vol.81 , pp. 311-319
    • Chen, S.M.1
  • 6
    • 33745298483 scopus 로고    scopus 로고
    • Applying extending classifier system to develop an option-operation suggestion model of intraday trading-an example of Taiwan Index Option
    • Chen A.P., Chen Y.C., Tseng W.C. Applying extending classifier system to develop an option-operation suggestion model of intraday trading-an example of Taiwan Index Option. Lecture Notes AI 2005, 27-33.
    • (2005) Lecture Notes AI
    • Chen, A.P.1    Chen, Y.C.2    Tseng, W.C.3
  • 7
    • 34247876205 scopus 로고    scopus 로고
    • Fuzzy time-series based on Fibonacci sequence for stock price forecasting
    • Chen T.L., Cheng C.H., Teoh H.J. Fuzzy time-series based on Fibonacci sequence for stock price forecasting. Physica A 2007, 380:377-390.
    • (2007) Physica A , vol.380 , pp. 377-390
    • Chen, T.L.1    Cheng, C.H.2    Teoh, H.J.3
  • 8
    • 36649015427 scopus 로고    scopus 로고
    • High-order fuzzy time-series based on multi-period adaptation model for forecasting stock markets
    • Chen T.L., Cheng C.H., Teoh H.J. High-order fuzzy time-series based on multi-period adaptation model for forecasting stock markets. Physica A 2008, 387:876-888.
    • (2008) Physica A , vol.387 , pp. 876-888
    • Chen, T.L.1    Cheng, C.H.2    Teoh, H.J.3
  • 10
    • 76349121290 scopus 로고    scopus 로고
    • A hybrid model based on rough sets theory and genetic algorithms for stock price forecasting
    • (14 January 2010)
    • Cheng C.H., Chen T.L., Wei L.Y. A hybrid model based on rough sets theory and genetic algorithms for stock price forecasting. Information Sciences 2010, 180(9):1610-1629. (14 January 2010).
    • (2010) Information Sciences , vol.180 , Issue.9 , pp. 1610-1629
    • Cheng, C.H.1    Chen, T.L.2    Wei, L.Y.3
  • 12
    • 76349086942 scopus 로고    scopus 로고
    • The study on the relationship among technical indicators and the development of stock index prediction system
    • Chi S.C., Peng W.L., Wu P.T., Yu M.W. The study on the relationship among technical indicators and the development of stock index prediction system. Fuzzy Information Processing Society 2003, 291-296.
    • (2003) Fuzzy Information Processing Society , pp. 291-296
    • Chi, S.C.1    Peng, W.L.2    Wu, P.T.3    Yu, M.W.4
  • 13
    • 84974743850 scopus 로고
    • Fuzzy model identification based on cluster estimation
    • Chiu S.L. Fuzzy model identification based on cluster estimation. Journal of Intelligent Fuzzy Systems 1994, 2:267-278.
    • (1994) Journal of Intelligent Fuzzy Systems , vol.2 , pp. 267-278
    • Chiu, S.L.1
  • 14
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroscedasticity with estimator of the variance of United Kingdom inflation
    • Engle R.F. Autoregressive conditional heteroscedasticity with estimator of the variance of United Kingdom inflation. Econometrica 1982, 50(4):987-1008.
    • (1982) Econometrica , vol.50 , Issue.4 , pp. 987-1008
    • Engle, R.F.1
  • 17
    • 33644868985 scopus 로고    scopus 로고
    • The application of neural networks to forecast fuzzy time series
    • Huarng K., Yu H.K. The application of neural networks to forecast fuzzy time series. Physica A 2006, 363:481-491.
    • (2006) Physica A , vol.363 , pp. 481-491
    • Huarng, K.1    Yu, H.K.2
  • 19
    • 0034249322 scopus 로고    scopus 로고
    • Genetic algorithms approach to feature discretization in artificial neural networks for prediction of stock index
    • Kim K., Han I. Genetic algorithms approach to feature discretization in artificial neural networks for prediction of stock index. Expert Systems with Applications 2000, 19:125-132.
    • (2000) Expert Systems with Applications , vol.19 , pp. 125-132
    • Kim, K.1    Han, I.2
  • 20
    • 33748082327 scopus 로고    scopus 로고
    • An evolutionary approach to the combination of multiple classifiers to predict a stock price index
    • Kim M.J., Min S.H., Han I. An evolutionary approach to the combination of multiple classifiers to predict a stock price index. Expert Systems with Applications 2006, 31:241-247.
    • (2006) Expert Systems with Applications , vol.31 , pp. 241-247
    • Kim, M.J.1    Min, S.H.2    Han, I.3
  • 24
    • 0028549210 scopus 로고
    • A hybrid expert system for investment advising
    • Nikolopoulos C., Fellrath P. A hybrid expert system for investment advising. Expert Systems 1994, 11(4):245-250.
    • (1994) Expert Systems , vol.11 , Issue.4 , pp. 245-250
    • Nikolopoulos, C.1    Fellrath, P.2
  • 27
    • 33947679247 scopus 로고    scopus 로고
    • Forecasting the volatility of stock price index
    • Roh T.H. Forecasting the volatility of stock price index. Expert Systems with Applications 2007, 33:916-922.
    • (2007) Expert Systems with Applications , vol.33 , pp. 916-922
    • Roh, T.H.1
  • 30
    • 0036498492 scopus 로고    scopus 로고
    • Forecasting the NYSE composite index with technical analysis, pattern recognizer, neural network, and genetic algorithm: a case study in romantic decision support
    • William L., Russell P., James M.R. Forecasting the NYSE composite index with technical analysis, pattern recognizer, neural network, and genetic algorithm: a case study in romantic decision support. Decision Support Systems 2002, 32:361-377.
    • (2002) Decision Support Systems , vol.32 , pp. 361-377
    • William, L.1    Russell, P.2    James, M.R.3
  • 31
    • 13444251121 scopus 로고    scopus 로고
    • Weighted fuzzy time-series models for TAIEX forecasting
    • Yu H.K. Weighted fuzzy time-series models for TAIEX forecasting. Physica A 2005, 349:609-624.
    • (2005) Physica A , vol.349 , pp. 609-624
    • Yu, H.K.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.