A novel forecasting method based on multi-order fuzzy time series and technical analysis

DOI10.1016/j.ins.2016.05.038zbMath1429.91310OpenAlexW2409641346WikidataQ57558234 ScholiaQ57558234MaRDI QIDQ2282016

Furong Ye, Hamido Fujita, Defu Zhang, Zhiguo Gong, Li-Ming Zhang

Publication date: 6 January 2020

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2016.05.038

zbMATH Keywords

genetic algorithmfuzzy time seriestechnical analysisfinancial forecasting

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inference from stochastic processes and fuzziness (62M86) Financial markets (91G15)

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Cites Work

• A high order fuzzy time series forecasting model based on adaptive expectation and artificial neural networks
• Fuzzy time series and its models
• A FCM-based deterministic forecasting model for fuzzy time series
• Forecasting enrollments using high-order fuzzy time series and genetic algorithms

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