Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets

DOI10.1016/J.EJOR.2009.04.015MaRDI QIDQ1038416zbMATH OpenOpenAlexFDO

Authors Stelios D. Bekiros

Publication date 17 November 2009

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2009.04.015

zbMATH Keywords

bounded rationalitybubblesdirection-of-change forecastingfuzzy setstechnical trading

Mathematics Subject Classification ID

Nonparametric inference and fuzziness (62G86) Neural nets and related approaches to inference from stochastic processes (62M45) Learning and adaptive systems in artificial intelligence (68T05) Decision theory (91B06) Auctions, bargaining, bidding and selling, and other market models (91B26)

Recommendations

• Heterogeneous trading strategies with adaptive fuzzy actor-critic reinforcement learning: a behavioral approach
• scientific article; zbMATH DE number 5997385
• Evolving fuzzy modeling for stock market forecasting
• Adaptive fuzzy system to forecast financial time series volatility
• scientific article; zbMATH DE number 2215785

Cites work

• A hybrid intelligent system for predicting bank holding structures
• Application of Fuzzy Logic to Approximate Reasoning Using Linguistic Synthesis
• Approximation by superpositions of a sigmoidal function
• Artificial Intelligence and Soft Computing - ICAISC 2004
• Artificial neural networks: an econometric perspective^∗
• Generalized autoregressive conditional heteroscedasticity
• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Heterogeneous beliefs and the non-linear cobweb model
• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• scientific article; zbMATH DE number 1183717 (Why is no real title available?)
• scientific article; zbMATH DE number 107486 (Why is no real title available?)
• scientific article; zbMATH DE number 194139 (Why is no real title available?)
• scientific article; zbMATH DE number 513152 (Why is no real title available?)
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• Imitation and stability in a stock market
• Multilayer feedforward networks are universal approximators
• Nuisance parameter free properties of correlation integral based statistics
• On the profitability of technical trading rules based on artificial neural networks: Evidence from the Madrid stock market
• Singular value decomposition and least squares solutions
• Structure identification of fuzzy model

Cited in

(10)

• An integer programming approach for fuzzy rule-based classification systems
• Revealing pairs-trading opportunities with long short-term memory networks
• Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and particle swarm optimization
• Synthesis of fuzzy logic and Dempster-Shafer theory for the simulation of the decision-making process in stock trading systems
• Fuzzy-Evolutionary Modeling for Single-Position Day Trading
• Towards Automated Share Investment System
• scientific article; zbMATH DE number 7524244 (Why is no real title available?)
• A model of financial bubbles and drawdowns with non-local behavioral self-referencing
• Adaptive fuzzy logics for contextual hedge interpretation
• Heterogeneous trading strategies with adaptive fuzzy actor-critic reinforcement learning: a behavioral approach

This page was built for publication: Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1038416)