Picture fuzzy regression functions approach for financial time series based on ridge regression and genetic algorithm

DOI10.1016/J.CAM.2019.112656MaRDI QIDQ2297093zbMATH OpenOpenAlexWikidataFDO

Authors Eren Bas, Ufuk Yolcu, Erol Egrioglu

Publication date 18 February 2020

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2019.112656

zbMATH Keywords

forecastinggenetic algorithminference systempicture fuzzy clusteringpicture fuzzy setsridge regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and fuzziness (62M86) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

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Cites work

• A new fuzzy functions model tuned by hybridizing imperialist competitive algorithm and simulated annealing. Application: stock price prediction
• An experiment in linguistic synthesis with a fuzzy logic controller
• Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting
• Fuzzy functions via genetic programming
• Fuzzy identification of systems and its applications to modeling and control
• Fuzzy sets
• scientific article; zbMATH DE number 3793445 (Why is no real title available?)
• Intuitionistic fuzzy sets
• Picture fuzzy clustering: a new computational intelligence method
• Structure identification of fuzzy model

Cited in

(4)

• Design of evolutionary finite difference solver for numerical treatment of computer virus propagation with countermeasures model
• Pythagorean fuzzy time series model based on Pythagorean fuzzy c-means and improved Markov weighted in the prediction of the new COVID-19 cases
• A non-parametric model for fuzzy forecasting time series data
• A conditional fuzzy inference approach in forecasting

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