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

DOI10.1142/S2424922X19500049MaRDI QIDQ4968530zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3565994 (Why is no real title available?)
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Bagging predictors
• BoosTexter: A boosting-based system for text categorization
• Generalized autoregressive conditional heteroscedasticity
• Optimal Model Assessment, Selection, and Combination

Cited in

(13)

• Stock price forecasting based on Hausdorff fractional grey model with convolution and neural network
• scientific article; zbMATH DE number 2065151 (Why is no real title available?)
• 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
• Frequency-division combination forecasting of stock market based on wavelet multiresolution analysis
• Forecasting study of Shanghai's and Shenzhen's stock markets using a hybrid forecast method
• 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
• scientific article; zbMATH DE number 7448369 (Why is no real title available?)
• Forecasting the stock market with linguistic rules generated from the minimize entropy principle and the cumulative probability distribution approaches

Describes a project that uses

Uses Software

• BoosTexter

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