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

DOI10.1016/J.INS.2016.05.038zbMATH Open1429.91310DBLPjournals/isci/YeZZFG16OpenAlexW2409641346WikidataQ57558234 ScholiaQ57558234MaRDI QIDQ2282016FDOQ2282016

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

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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)

Cites Work

• Fuzzy time series and its models
• A FCM-based deterministic forecasting model for fuzzy time series
• Forecasting enrollments using high-order fuzzy time series and genetic algorithms
• A high order fuzzy time series forecasting model based on adaptive expectation and artificial neural networks

Cited In (12)

• A NEW APPROACH OF BIVARIATE FUZZY TIME SERIES ANALYSIS TO THE FORECASTING OF A STOCK INDEX
• High order fuzzy time series forecasting method based on an intersection operation
• Copulas-based time series combined forecasters
• A new procedure in stock market forecasting based on fuzzy random auto-regression time series model
• A non-parametric model for fuzzy forecasting time series data
• A modified weighted method of time series forecasting in intuitionistic fuzzy environment
• Forecasting based on high-order fuzzy-fluctuation trends and particle swarm optimization machine learning
• A neural network-based ARMA model for fuzzy time series data
• Adaptive-expectation based multi-attribute FTS model for forecasting TAIEX
• Designing fuzzy time series forecasting models: a survey
• FQTSFM: a fuzzy-quantum time series forecasting model
• Title not available (Why is that?)

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