메뉴 건너뛰기




Volumn , Issue , 2013, Pages

Neural network and interval type-2 fuzzy system for stock price forecasting

Author keywords

Feedforward neural network; Genetic algorithm; Input selection; Interval type 2 fuzzy system; K means clustering; Stock price forecasting

Indexed keywords

FEEDFORWARD NEURAL NETWORKS (FFNN); INPUT SELECTION; INTERVAL TYPE-2 FUZZY; INTERVAL TYPE-2 FUZZY LOGIC SYSTEMS; K-MEANS CLUSTERING; K-MEANS CLUSTERING METHOD; STOCK PRICE FORECASTING; STOCK PRICE PREDICTION;

EID: 84887832057     PISSN: 10987584     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/FUZZ-IEEE.2013.6622370     Document Type: Conference Paper
Times cited : (12)

References (35)
  • 1
    • 81855161579 scopus 로고    scopus 로고
    • A novel model by evolving partially connected neural network for stock price trend forecasting
    • Jan
    • P. C. Chang, D. D. Wang, and C. L. Zhou, "A novel model by evolving partially connected neural network for stock price trend forecasting," Expert Syst. Appl., vol. 39, pp. 611-620, Jan. 2012.
    • (2012) Expert Syst. Appl. , vol.39 , pp. 611-620
    • Chang, P.C.1    Wang, D.D.2    Zhou, C.L.3
  • 2
    • 84856297053 scopus 로고    scopus 로고
    • Forecasting performance of nonlinear models for intraday stock returns
    • Mar
    • J. M. Matías and J. C. Reboredo, "Forecasting performance of nonlinear models for intraday stock returns," J. Forecasting, vol. 31, pp. 172-188, Mar. 2012.
    • (2012) J. Forecasting , vol.31 , pp. 172-188
    • Matías, J.M.1    Reboredo, J.C.2
  • 3
    • 84862806670 scopus 로고    scopus 로고
    • Application of type-2 neuro-fuzzy modeling in stock price prediction
    • Apr
    • C. F. Liu, C. Y. Yeh, and S. J. Lee, "Application of type-2 neuro-fuzzy modeling in stock price prediction," Appl. Soft Comput., vol. 12, pp. 1348-1358, Apr. 2012.
    • (2012) Appl. Soft Comput. , vol.12 , pp. 1348-1358
    • Liu, C.F.1    Yeh, C.Y.2    Lee, S.J.3
  • 4
    • 84860217333 scopus 로고    scopus 로고
    • Forecasting stock prices: Do forecasters herd?
    • Sep
    • C. Pierdzioch and J. C. Rülke, "Forecasting stock prices: Do forecasters herd?" Econ. Lett., vol. 116, pp. 326-329, Sep. 2012.
    • (2012) Econ. Lett. , vol.116 , pp. 326-329
    • Pierdzioch, C.1    Rülke, J.C.2
  • 5
    • 84857647382 scopus 로고    scopus 로고
    • Stock price forecast using bayesian network
    • Jun
    • Y. Zuo and E. Kita, "Stock price forecast using Bayesian network," Expert Syst. Appl., vol. 39, pp. 6729-6737, Jun. 2012.
    • (2012) Expert Syst. Appl. , vol.39 , pp. 6729-6737
    • Zuo, Y.1    Kita, E.2
  • 6
    • 80255133268 scopus 로고    scopus 로고
    • A new approach for time series prediction using ensembles of ANFIS models
    • Feb
    • P. Melin, J. Soto, O. Castillo, and J. Soria, "A new approach for time series prediction using ensembles of ANFIS models," Expert Syst. Appl., vol. 39, pp. 3494-3506, Feb. 2012.
    • (2012) Expert Syst. Appl. , vol.39 , pp. 3494-3506
    • Melin, P.1    Soto, J.2    Castillo, O.3    Soria, J.4
  • 7
    • 34248666540 scopus 로고
    • Fuzzy sets
    • L. A. Zadeh, "Fuzzy sets," Inform. Control, vol. 8, pp. 338-353, 1965.
    • (1965) Inform. Control , vol.8 , pp. 338-353
    • Zadeh, L.A.1
  • 8
    • 34248152046 scopus 로고    scopus 로고
    • Type-2 fuzzy sets and systems: An overview
    • Feb
    • J. M. Mendel, "Type-2 fuzzy sets and systems: An overview," IEEE Comput. Intell. Mag., vol. 2, pp. 20-29, Feb. 2007.
    • (2007) IEEE Comput. Intell. Mag. , vol.2 , pp. 20-29
    • Mendel, J.M.1
  • 9
    • 0016458950 scopus 로고
    • The concept of a linguistic variable and its application to approximate reasoning, part i
    • L. A. Zadeh, "The concept of a linguistic variable and its application to approximate reasoning, Part I.," Inform. Sciences, vol. 8, pp. 199-249, 1975.
    • (1975) Inform. Sciences , vol.8 , pp. 199-249
    • Zadeh, L.A.1
  • 10
    • 0034295771 scopus 로고    scopus 로고
    • Interval type-2 fuzzy logic systems: Theory and design
    • Oct
    • Q. Liang and J. M. Mendel, "Interval type-2 fuzzy logic systems: Theory and design," IEEE Trans. Fuzzy Syst., vol. 8, pp. 535-550, Oct. 2000.
    • (2000) IEEE Trans. Fuzzy Syst. , vol.8 , pp. 535-550
    • Liang, Q.1    Mendel, J.M.2
  • 11
    • 0035885559 scopus 로고    scopus 로고
    • Operations on type-2 fuzzy sets
    • Sep
    • N. N. Karnik and J. M. Mendel, "Operations on type-2 fuzzy sets," Fuzzy Set Syst., vol. 122, pp. 327-348, Sep. 2001.
    • (2001) Fuzzy Set Syst. , vol.122 , pp. 327-348
    • Karnik, N.N.1    Mendel, J.M.2
  • 12
    • 34248231350 scopus 로고    scopus 로고
    • Type-2 fuzzy logic: A historical view
    • Feb
    • R. John, and S. Coupland, "Type-2 fuzzy logic: A historical view," IEEE Comput. Intell. Mag., vol. 2, pp. 57-62, Feb. 2007.
    • (2007) IEEE Comput. Intell. Mag. , vol.2 , pp. 57-62
    • John, R.1    Coupland, S.2
  • 13
    • 33947199640 scopus 로고    scopus 로고
    • Interval type-2 fuzzy logic systems made simple
    • Dec
    • J. M. Mendel, R. I. John, and F. Liu, "Interval type-2 fuzzy logic systems made simple," IEEE Trans. Fuzzy Syst., vol. 14, pp. 808-821, Dec. 2006.
    • (2006) IEEE Trans. Fuzzy Syst. , vol.14 , pp. 808-821
    • Mendel, J.M.1    John, R.I.2    Liu, F.3
  • 15
  • 16
    • 0036530350 scopus 로고    scopus 로고
    • Type-2 fuzzy sets made simple
    • Apr
    • J. M. Mendel and R. I. B. John, "Type-2 fuzzy sets made simple," IEEE Trans. Fuzzy Syst., vol. 10, pp. 117-127, Apr. 2002.
    • (2002) IEEE Trans. Fuzzy Syst. , vol.10 , pp. 117-127
    • Mendel, J.M.1    John, R.I.B.2
  • 18
    • 80053561357 scopus 로고    scopus 로고
    • Design of interval type-2 fuzzy models through optimal granularity allocation
    • Dec
    • O. Castillo, P. Melin, and W. Pedrycz, "Design of interval type-2 fuzzy models through optimal granularity allocation," Appl. Soft Comput., vol. 11, pp. 5590-5601, Dec. 2011.
    • (2011) Appl. Soft Comput. , vol.11 , pp. 5590-5601
    • Castillo, O.1    Melin, P.2    Pedrycz, W.3
  • 19
    • 82255183031 scopus 로고    scopus 로고
    • An optimization method for designing type-2 fuzzy inference systems based on the footprint of uncertainty using genetic algorithms
    • Mar
    • D. Hidalgo, P. Melin, and O. Castillo, "An optimization method for designing type-2 fuzzy inference systems based on the footprint of uncertainty using genetic algorithms," Expert Syst. Appl., vol. 39, pp. 4590-4598, Mar. 2012.
    • (2012) Expert Syst. Appl. , vol.39 , pp. 4590-4598
    • Hidalgo, D.1    Melin, P.2    Castillo, O.3
  • 20
    • 84861574837 scopus 로고    scopus 로고
    • Optimization of type-2 fuzzy systems based on bio-inspired methods: A concise review
    • Nov
    • O. Castillo and P. Melin, "Optimization of type-2 fuzzy systems based on bio-inspired methods: A concise review," Inform. Sciences, vol. 205, pp. 1-19, Nov. 2012.
    • (2012) Inform. Sciences , vol.205 , pp. 1-19
    • Castillo, O.1    Melin, P.2
  • 21
    • 84866099630 scopus 로고    scopus 로고
    • A robust interval type-2 TSK fuzzy logic system design based on chebyshev fitting
    • Aug
    • N. Boumella, K. Djouani, and M. Boulemden, "A robust interval type-2 TSK fuzzy logic system design based on chebyshev fitting," Int. J. Control Autom. Syst., vol. 10, pp. 727-736, Aug. 2012.
    • (2012) Int. J. Control Autom. Syst. , vol.10 , pp. 727-736
    • Boumella, N.1    Djouani, K.2    Boulemden, M.3
  • 22
    • 84864290302 scopus 로고    scopus 로고
    • Interval type-2 fuzzy logic systems for load forecasting: A comparative study
    • Aug
    • A. Khosravi, S. Nahavandi, D. Creighton, and D. Srinivasan, "Interval type-2 fuzzy logic systems for load forecasting: A comparative study," IEEE Trans. Power Syst., vol. 27, pp. 1274-1282, Aug. 2012.
    • (2012) IEEE Trans. Power Syst. , vol.27 , pp. 1274-1282
    • Khosravi, A.1    Nahavandi, S.2    Creighton, D.3    Srinivasan, D.4
  • 23
  • 24
    • 0035247535 scopus 로고    scopus 로고
    • Centroid of a type-2 fuzzy set
    • N. N. Karnik and J. M. Mendel, "Centroid of a type-2 fuzzy set," Inform. Sciences, vol. 132, pp. 195-220, 2001.
    • (2001) Inform. Sciences , vol.132 , pp. 195-220
    • Karnik, N.N.1    Mendel, J.M.2
  • 26
    • 68849106521 scopus 로고    scopus 로고
    • Enhanced karnik-mendel algorithms
    • Aug
    • D. Wu and J. M. Mendel, "Enhanced Karnik-Mendel algorithms," IEEE Trans. Fuzzy Syst., vol. 17, pp. 923-934, Aug. 2009.
    • (2009) IEEE Trans. Fuzzy Syst. , vol.17 , pp. 923-934
    • Wu, D.1    Mendel, J.M.2
  • 27
    • 79953667230 scopus 로고    scopus 로고
    • An enhanced type-reduction algorithm for type-2 fuzzy sets
    • Apr
    • C. Y. Yeh, W. H. Jeng, and S. J. Lee, "An enhanced type-reduction algorithm for type-2 fuzzy sets," IEEE Trans. Fuzzy Syst., vol. 19, pp. 227-240, Apr. 2011.
    • (2011) IEEE Trans. Fuzzy Syst. , vol.19 , pp. 227-240
    • Yeh, C.Y.1    Jeng, W.H.2    Lee, S.J.3
  • 28
    • 84867380565 scopus 로고    scopus 로고
    • Comparison and practical implementation of typereduction algorithm for type-2 fuzzy sets and systems
    • Jun
    • D. Wu and M. Nie, "Comparison and practical implementation of typereduction algorithm for type-2 fuzzy sets and systems," Proc. IEEE Int. Conf. Fuzzy Syst., pp. 2131-2138, Jun. 2011.
    • (2011) Proc. IEEE Int. Conf. Fuzzy Syst. , pp. 2131-2138
    • Wu, D.1    Nie, M.2
  • 29
    • 51149120771 scopus 로고    scopus 로고
    • Improved iterative algorithm for computing the generalized centroid of an interval type-2 fuzzy set
    • May
    • K. Duran, H. Bernal, and M. Melgarejo, "Improved iterative algorithm for computing the generalized centroid of an interval type-2 fuzzy set," Proc. North Amer. Fuzzy Inform. Processing Society, pp. 1-5, May 2008.
    • (2008) Proc. North Amer. Fuzzy Inform. Processing Society , pp. 1-5
    • Duran, K.1    Bernal, H.2    Melgarejo, M.3
  • 33
    • 0001457509 scopus 로고
    • Some methods for classification and analysis of multivariate observations
    • Berkeley, CA: University of California Press
    • J. B. MacQueen, "Some methods for classification and analysis of multivariate observations," Proc. Fifth Symp. Math Statistics Probability, 1, 281-297. Berkeley, CA: University of California Press, 1967.
    • (1967) Proc. Fifth Symp. Math Statistics Probability , vol.1 , pp. 281-297
    • MacQueen, J.B.1
  • 34
    • 0029360028 scopus 로고
    • On cluster validity for the fuzzy c-means model
    • Aug
    • N. R. Pal and J. C. Bezdek, "On cluster validity for the Fuzzy C-Means model," IEEE Trans. Fuzzy Syst., vol. 3, pp. 370-379, Aug. 1995.
    • (1995) IEEE Trans. Fuzzy Syst. , vol.3 , pp. 370-379
    • Pal, N.R.1    Bezdek, J.C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.