Stock market forecasting by using a hybrid model of exponential fuzzy time series

DOI10.1016/J.IJAR.2015.12.011zbMath1414.91426OpenAlexW2214106063MaRDI QIDQ5963139

Tayyebeh Eslami, Rasul Enayatifar, Frederico Gadelha Guimarães, Hossein Javedani Sadaei, Fatemeh Mirzaei Talarposhti, Maqsood Mahmud

Publication date: 4 March 2016

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2015.12.011

zbMATH Keywords

fuzzy time seriesexponential fuzzy time serieslearning automata particle swarm optimizationstock forecasting

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Approximation methods and heuristics in mathematical programming (90C59) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

Related Items (7)

FQTSFM: a fuzzy-quantum time series forecasting model ⋮ A new procedure in stock market forecasting based on fuzzy random auto-regression time series model ⋮ Bitcoin price forecasting with neuro-fuzzy techniques ⋮ A non-parametric model for fuzzy forecasting time series data ⋮ Short-term load forecasting method based on fuzzy time series, seasonality and long memory process ⋮ Unnamed Item ⋮ Designing fuzzy time series forecasting models: a survey

Uses Software

• RMetrics
• fGarch
• PMCMR
• LAHS

Cites Work

• Unnamed Item
• LAHS: a novel harmony search algorithm based on learning automata
• Forecasting stock index price based on M-factors fuzzy time series and particle swarm optimization
• Introducing polynomial fuzzy time series
• Learning Automata - A Survey
• Improving TAIEX forecasting using fuzzy time series with Box–Cox power transformation
• Effective lengths of intervals to improve forecasting in fuzzy time series

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