A stock market prediction system based on high-level fuzzy Petri nets
DOI10.1142/S0218488518500356zbMATH Open1469.91067OpenAlexW2888671180MaRDI QIDQ4957461FDOQ4957461
Authors: Rong-Kuan Shen, Cheng-Ying Yang, Victor R. L. Shen, Wei-Chen Li, Tzer-Shyong Chen
Publication date: 8 September 2021
Published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218488518500356
Recommendations
- Stock price regression prediction based on fuzzy information granulation and a support vector machine
- scientific article; zbMATH DE number 2079477
- Hybrid learning fuzzy neural models in stock price forecasting
- Prediction Method for Real Thai Stock Index Based on Neurofuzzy Approach
- scientific article
Learning and adaptive systems in artificial intelligence (68T05) Financial applications of other theories (91G80) Models and methods for concurrent and distributed computing (process algebras, bisimulation, transition nets, etc.) (68Q85)
Cited In (3)
This page was built for publication: A stock market prediction system based on high-level fuzzy Petri nets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4957461)