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A hybrid model based on adaptive-network-based fuzzy inference system to forecast Taiwan stock market
16 references·6 citing·36 second hop
A hybrid model based on adaptive-network-based fuzzy inference system to forecast Taiwan stock market (2011)A hybrid model based on adaptive-network-…A hybrid model based on rough sets theory and genetic algorithms for stock price forecasting (2010)A hybrid model based on rough…Forecasting the volatility of stock price index (2006)Forecasting the volatility of…The application of neural networks to forecast fuzzy time series (2005)The application of neural net…An evolutionary approach to the combination of multiple classifiers to predict a stock price index (2005)An evolutionary approach to t…Weighted fuzzy time series models for TAIEX forecasting (2004)Weighted fuzzy time series mo…Forecasting the NYSE composite index with technical analysis, pattern recognizer, neural network, and genetic algorithm: a case study in romantic decision support (2002)Forecasting the NYSE composit…Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index (2000)Genetic algorithms approach t…Using genetic algorithms to find technical trading rules (1999)Using genetic algorithms to f…Forecasting enrollments based on fuzzy time series (1996)Forecasting enrollments based…Neural network time series forecasting of financial markets (1995)Neural network time series fo…Neural Network Time Series: Forecasting of Financial Markets (1994)Neural Network Time Series: F…Trading Equity Index Futures With a Neural Network (1992)Trading Equity Index Futures …Stock market prediction system with modular neural networks (1990)Stock market prediction syste…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Machine learning with Belief Rule-Based Expert Systems to predict stock price movements (2022)Machine learning with Belief …Sailing through the COVID-19 Crisis by Using AI for Financial Market Predictions (2020)Sailing through the COVID-19 …A novel hybrid time series forecasting model based on neutrosophic-PSO approach (2020)A novel hybrid time series fo…An interpretable neuro-fuzzy approach to stock price forecasting (2017)An interpretable neuro-fuzzy …Classification and Prediction of Stock Market Index Based on Fuzzy Metagraph (2015)Classification and Prediction…AN ADAPTIVE NEURO-FUZZY INFERENCE SYSTEM FOR FORECASTING AUSTRALIA’S DOMESTIC LOW COST CARRIER PASSENGER DEMAND (2015)AN ADAPTIVE NEURO-FUZZY INFER…Fuzzy sets (1965)The concept of a linguistic variable and its application to approximate reasoning—II (1975)Fuzzy sets (1996)Effective lengths of intervals to improve forecasting in fuzzy time series (2001)FORECASTING ENROLLMENTS BASED ON HIGH-ORDER FUZZY TIME SERIES (2002)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Forecasting enrollments with fuzzy time series — Part I (1993)Forecasting with artificial neural networks: (1998)A Type 2 fuzzy time series model for stock index forecasting (2005)Improvement of Auto-Regressive Integrated Moving Average models using Fuzzy logic and Artificial Neural Networks (ANNs) (2008)A hybrid fuzzy time series model based on granular computing for stock price forecasting (2014)Forecasting enrollments with fuzzy time series — part II (1994)Forecasting stock markets using wavelet transforms and recurrent neural networks: An integrated system based on artificial bee colony algorithm (2010)Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques (2019)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Expected stock returns and volatility (1987)An Anatomy of Trading Strategies (1998)Chapter 24 Agent-based Computational Finance (2006)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)How effective are neural networks at forecasting and prediction? A review and evaluation (1998)An Adaptive Network-Based Fuzzy Inference System (ANFIS) for the prediction of stock market return: The case of the Istanbul Stock Exchange (2010)Literature review: Machine learning techniques applied to financial market prediction (2019)Financial time series forecasting model based on CEEMDAN and LSTM (2018)NSE Stock Market Prediction Using Deep-Learning Models (2018)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)Time Series Forecasting with Neural Networks: A Comparative Study Using the Air Line Data (1998)Combining neural network model with seasonal time series ARIMA model (2002)Forecasting stock market short-term trends using a neuro-fuzzy based methodology (2009)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1996Forecasting enrollments based on fuzzy time series1,186 cited
  • 1999Using genetic algorithms to find technical trading rules855 cited
  • 2000Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index758 cited
  • 1990Stock market prediction system with modular neural networks654 cited
  • 2004Weighted fuzzy time series models for TAIEX forecasting463 cited
  • 1994Neural Network Time Series: Forecasting of Financial Markets441 cited
  • 2005The application of neural networks to forecast fuzzy time series308 cited
  • 1995Neural network time series forecasting of financial markets278 cited
  • 2002Forecasting the NYSE composite index with technical analysis, pattern recognizer, neural network, and genetic algorithm: a case study in romantic decision support277 cited
  • 2006Forecasting the volatility of stock price index236 cited
  • 2010A hybrid model based on rough sets theory and genetic algorithms for stock price forecasting212 cited

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  • 1992Trading Equity Index Futures With a Neural Network157 cited
  • 2005An evolutionary approach to the combination of multiple classifiers to predict a stock price index121 cited
  • Cited by

    • 2015Classification and Prediction of Stock Market Index Based on Fuzzy Metagraph75 cited
    • 2022Machine learning with Belief Rule-Based Expert Systems to predict stock price movements59 cited
    • 2017An interpretable neuro-fuzzy approach to stock price forecasting59 cited
    • 2015AN ADAPTIVE NEURO-FUZZY INFERENCE SYSTEM FOR FORECASTING AUSTRALIA’S DOMESTIC LOW COST CARRIER PASSENGER DEMAND38 cited
    • 2020A novel hybrid time series forecasting model based on neutrosophic-PSO approach37 cited
    • 2020Sailing through the COVID-19 Crisis by Using AI for Financial Market Predictions34 cited