Modeling and forecasting financial time series with ordered fuzzy candlesticks

DOI10.1016/J.INS.2014.03.026MaRDI QIDQ726398zbMATH OpenOpenAlexFDO

Authors Adam Marszałek, T. Burczynski

Publication date 8 July 2016

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ins.2014.03.026

zbMATH Keywords

directional predictabilityfinancial time seriesfuzzy autoregressiveordered fuzzy numberstock return

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and fuzziness (62M86) Statistical methods; risk measures (91G70)

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Cites work

• Analysis of Financial Time Series
• Computational aspects of fuzzy arithmetics based on Archimedean t-norms
• scientific article; zbMATH DE number 2120022 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• Least-squares estimates in fuzzy regression analysis.
• The concept of a linguistic variable and its application to approximate reasoning. I

Cited in

(14)

• Fuzzy risk analysis for a production system based on the Nagel point of a triangle
• Ordered fuzzy random variables: definition and the concept of normality
• Generalized exponential autoregressive models for nonlinear time series: stationarity, estimation and applications
• The use of ordered fuzzy numbers for modelling changes in dynamic processes
• Introduction to Fuzzy Sets
• Introduction to Fuzzy Systems
• Ordered fuzzy numbers: definitions and operations
• Two approaches to fuzzy implication
• Ordered Fuzzy Candlesticks
• Detecting Nasdaq composite index trends with OFNs
• Fuzzy Numbers Applied to a Heat Furnace Control
• The modified fuzzy mortality model based on the algebra of ordered fuzzy numbers
• Adapting ordered fuzzy numbers to the evaluation of the isolation level of slices
• Stock market simulator using hidden Markov generative model and its application in risk measurement

Describes a project that uses

Uses Software

• FinTS

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