A neuro-fuzzy network model for interval time series forecasting in exchange rate markets

Publish Year: 1389
نوع سند: مقاله کنفرانسی
زبان: English
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شناسه ملی سند علمی:

IIEC07_124

تاریخ نمایه سازی: 7 خرداد 1389

Abstract:

Applying quantitative models for forecasting in financial markets and assisting investment decision making has become more indispensable in business practices than ever before. In recent years, various time series models are proposed to financial markets forecasting. In each case, the accuracy of time series forecasting models is fundamental to make decision and hence the research for improving the effectiveness of forecasting models have been curried on. Many researchers have compared different time series models to distinguish more efficient once in financial markets

Keywords:

Interval time series techniques , Artificial Neural Networks (ANNs) , Fuzzy logic , Short-time forecast , Financial markets , Exchange rate

Authors

Mehdi Khashei

Department of Industrial Engineering, Isfahan University of Technology

Farimah Mokhatab Rafiei

Department of Industrial Engineering, Isfahan University of Technology

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