Intelligent financial time series forecasting: A complex neuro-fuzzy approach with multi-swarm intelligence

DOI10.2478/v10006-012-0058-xzbMath1286.91149OpenAlexW1996907933MaRDI QIDQ5403384

Chunshien Li, Tai-Wei Chiang

Publication date: 26 March 2014

Published in: International Journal of Applied Mathematics and Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2478/v10006-012-0058-x

zbMATH Keywords

time series forecastingcomplex fuzzy setcomplex neuro-fuzzy systemhierarchical multi-swarm particle swarm optimizationrecursive least squares estimator

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Statistical methods; risk measures (91G70) Economic time series analysis (91B84) Fuzzy control/observation systems (93C42) Decentralized systems (93A14) Inference from stochastic processes and fuzziness (62M86)

Related Items (7)

A new approach to nonlinear modelling of dynamic systems based on fuzzy rules ⋮ FANCFIS: fast adaptive neuro-complex fuzzy inference system ⋮ Time-Series Forecasting via Complex Fuzzy Logic ⋮ A fuzzy approach to option pricing in a Levy process setting ⋮ A systematic review of complex fuzzy sets and logic ⋮ The orthogonality between complex fuzzy sets and its application to signal detection ⋮ A differential harmony search based hybrid interval type2 fuzzy EGARCH model for stock market volatility prediction

Uses Software

• ANFIS
• HyFIS
• MCPSO
• ANCFIS

Cites Work

• Self-learning general purpose PID controller
• MCPSO: a multi-swarm cooperative particle swarm optimizer
• Inferring operating rules for reservoir operations using fuzzy regression and ANFIS
• Operation properties and \(\delta \)-equalities of complex fuzzy sets
• Incremental learning of dynamic fuzzy neural networks for accurate system modeling
• Fuzzy control of unknown multiple-input-multiple-output plants
• Multilayer feedforward networks are universal approximators
• Function approximation with complex neuro-fuzzy system using complex fuzzy sets -- a new approach
• NARMAX time series model prediction: feedforward and recurrent fuzzy neural network approaches
• Fuzzy complex numbers
• Adaptive Prediction of Stock Exchange Indices by State Space Wavelet Networks
• Rule weights in a neuro-fuzzy system with a hierarchical domain partition
• Data Storage in the Cerebellar Model Articulation Controller (CMAC)

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