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

DOI10.1016/J.INS.2016.05.038MaRDI QIDQ2282016zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Furong Ye, Defu Zhang, Hamido Fujita, Zhiguo Gong, Liming 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 algorithmtechnical analysisfuzzy time seriesfinancial 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 FCM-based deterministic forecasting model for fuzzy time series
• A high order fuzzy time series forecasting model based on adaptive expectation and artificial neural networks
• Forecasting enrollments using high-order fuzzy time series and genetic algorithms
• Fuzzy time series and its models

Cited in

(14)

• Designing fuzzy time series forecasting models: a survey
• A new procedure in stock market forecasting based on fuzzy random auto-regression time series model
• Picture fuzzy regression functions approach for financial time series based on ridge regression and genetic algorithm
• A non-parametric model for fuzzy forecasting time series data
• Forecasting based on high-order fuzzy-fluctuation trends and particle swarm optimization machine learning
• FQTSFM: a fuzzy-quantum time series forecasting model
• A modified weighted method of time series forecasting in intuitionistic fuzzy environment
• High order fuzzy time series forecasting method based on an intersection operation
• A NEW APPROACH OF BIVARIATE FUZZY TIME SERIES ANALYSIS TO THE FORECASTING OF A STOCK INDEX
• Copulas-based time series combined forecasters
• A neural network-based ARMA model for fuzzy time series data
• Modeling and forecasting financial time series with ordered fuzzy candlesticks
• Adaptive-expectation based multi-attribute FTS model for forecasting TAIEX
• scientific article; zbMATH DE number 7547150 (Why is no real title available?)

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