Application of multi-input Hamacher-ANFIS ensemble model on stock price forecast

DOI10.1142/S2424922X19500049zbMATH Open1420.62446OpenAlexW2946242995MaRDI QIDQ4968530FDOQ4968530

Authors: Fengyi Zhang, Zhigao Liao, Hongping Hu 

Publication date: 16 July 2019

Published in: Advances in Data Science and Adaptive Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s2424922x19500049

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zbMATH Keywords

ensemble learningANFISstock price forecastingmulti-input Hamacher T-norm

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Generalized autoregressive conditional heteroscedasticity
• Bagging predictors
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Title not available (Why is that?)
• BoosTexter: A boosting-based system for text categorization
• Optimal Model Assessment, Selection, and Combination

Cited In (13)

• Stock price forecasting based on Hausdorff fractional grey model with convolution and neural network
• Title not available (Why is that?)
• Hybrid model of self-organizing map and adaptive neuro fuzzy inference system in stock indexes forecasting
• Bayesian regularization neural network ensemble model based on partial least squares regression and its application to stock market
• Hybrid grey (1,1) forecasting model for the prediction of opening price in stock market based on game theoretical model under uncertainty
• Forecasting study of Shanghai's and Shenzhen's stock markets using a hybrid forecast method
• Frequency-division combination forecasting of stock market based on wavelet multiresolution analysis
• Stock price forecasting based on multi-input Hamacher-ANFIS
• Evolving fuzzy modeling for stock market forecasting
• A new adaptive network-based fuzzy inference system with adaptive adjustment rules for stock market volatility forecasting
• The two-stage machine learning ensemble models for stock price prediction by combining mode decomposition, extreme learning machine and improved harmony search algorithm
• Title not available (Why is that?)
• Forecasting the stock market with linguistic rules generated from the minimize entropy principle and the cumulative probability distribution approaches

Uses Software

• BoosTexter

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