A new adaptive network-based fuzzy inference system with adaptive adjustment rules for stock market volatility forecasting

Information Processing Letters

Volumn 127, Issue , 2017, Pages 32-36

  Tan, Lijun ^a   Wang, Shiheng ^b   Wang, Ke ^a  

^a SHANGHAI UNIVERSITY   (China)

^b Dept of Fundamentals Nanyang Vocational College of Agriculture   (China)

Author keywords

Adaptive Network Based Fuzzy Inference System (ANFIS); Algorithms; Fruit Fly Optimization Algorithm (FOA); Shanghai A share stocks; Stock volatility

Indexed keywords

ALGORITHMS; ELECTRONIC TRADING; FINANCIAL MARKETS; FORECASTING; FRUITS; FUZZY NEURAL NETWORKS; FUZZY SYSTEMS; INFERENCE ENGINES; INTELLIGENT CONTROL; INVESTMENTS; OPTIMIZATION; RISK MANAGEMENT;

ADAPTIVE ADJUSTMENT; ADAPTIVE NETWORK BASED FUZZY INFERENCE SYSTEM; EMPIRICAL ANALYSIS; FRUIT FLY OPTIMIZATION ALGORITHM (FOA); FUZZY INFERENCE RULES; SHANGHAI A-SHARE STOCKS; STOCK MARKET VOLATILITY; STOCK VOLATILITY;

FUZZY INFERENCE;

EID: 85021825936     PISSN: 00200190     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ipl.2017.06.012     Document Type: Article

References (8)

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