Intelligent financial time series forecasting: a complex neuro-fuzzy approach with multi-swarm intelligence
DOI10.2478/V10006-012-0058-XzbMATH Open1286.91149OpenAlexW1996907933MaRDI QIDQ5403384FDOQ5403384
Authors: Chunshien Li, Tai-Wei Chiang 
Publication date: 26 March 2014
Published in: International Journal of Applied Mathematics and Computer Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2478/v10006-012-0058-x
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time series forecastingcomplex fuzzy setcomplex neuro-fuzzy systemhierarchical multi-swarm particle swarm optimizationrecursive least squares estimator
Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84) Statistical methods; risk measures (91G70) Inference from stochastic processes and fuzziness (62M86) Decentralized systems (93A14) Fuzzy control/observation systems (93C42)
Cites Work
- MCPSO: a multi-swarm cooperative particle swarm optimizer
- Multilayer feedforward networks are universal approximators
- Adaptive Prediction of Stock Exchange Indices by State Space Wavelet Networks
- Data Storage in the Cerebellar Model Articulation Controller (CMAC)
- Fuzzy complex numbers
- NARMAX time series model prediction: feedforward and recurrent fuzzy neural network approaches
- Incremental learning of dynamic fuzzy neural networks for accurate system modeling
- Self-learning general purpose PID controller
- Inferring operating rules for reservoir operations using fuzzy regression and ANFIS
- Operation properties and \(\delta \)-equalities of complex fuzzy sets
- Fuzzy control of unknown multiple-input-multiple-output plants
- Function approximation with complex neuro-fuzzy system using complex fuzzy sets -- a new approach
- Rule weights in a neuro-fuzzy system with a hierarchical domain partition
Cited In (15)
- A systematic review of complex fuzzy sets and logic
- A fuzzy approach to option pricing in a Lévy process setting
- Time-series forecasting via complex fuzzy logic
- The orthogonality between complex fuzzy sets and its application to signal detection
- The Multi-Agent System for Prediction of Financial Time Series
- Swarm-based translation-invariant morphological prediction method for financial time series forecasting
- FANCFIS: fast adaptive neuro-complex fuzzy inference system
- Financial time series prediction by a hybrid memetic computation-based support vector regression (MA-SVR) method
- A new approach to nonlinear modelling of dynamic systems based on fuzzy rules
- Adaptive fuzzy system to forecast financial time series volatility
- Complicated financial data time series forecasting analysis based on least squares support vector machine
- Toward global optimization of case-based reasoning systems for financial forecasting
- Title not available (Why is that?)
- Particle swarm optimization of ensemble neural networks with fuzzy aggregation for time series prediction of the Mexican Stock Exchange
- A differential harmony search based hybrid interval type2 fuzzy EGARCH model for stock market volatility prediction
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