A new adaptive network-based fuzzy inference system with adaptive adjustment rules for stock market volatility forecasting

DOI10.1016/j.ipl.2017.06.012zbMath1417.91575MaRDI QIDQ2398503

Ke Wang, Shiheng Wang, Lijun Tan

Publication date: 16 August 2017

Published in: Information Processing Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ipl.2017.06.012

zbMATH Keywords

algorithms; fruit fly optimization algorithm (FOA); adaptive network-based fuzzy inference system (ANFIS); stock volatility; Shanghai A-share stocks

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62P05: Applications of statistics to actuarial sciences and financial mathematics

90C70: Fuzzy and other nonstochastic uncertainty mathematical programming

91G99: Actuarial science and mathematical finance