A NEW FUZZY TIME-SERIES BASED ON TWO FACTORS TO PREDICT TAIEX

摘要：

In stock markets, many factors such as financial reports, market news and technical analysis indicators are considered to influence stock price.In this paper, we propose a new fuzzy time-series model employing two factors (stock price and a technical analysis indicator of trading volume) to forecast stock index.In this paper, we employ actual trading data of Taiwan stock index (TAIEX) as experimental dataset and two multiple-factor fuzzy time-series models, Chens (2000) and Huarngs (2005), as comparison models.The experimental results indicate that our model outperforms the listing models.

关键词： Fuzzy time-series model Fuzzy linguistic variable forecasting TAIEX

作者: CHING-HSUE CHENG TAI-LIANG CHEN CHEN-CHI HUANG

作者单位: Department of Information Management, National Yunlin University of Science and Technology, Taiwan, R.O.C.

会议类型: 国际会议

会议名称: 2007 International Conference on Machine Learning and Cybernetics(IEEE第六届机器学习与控制论国际会议)

会议地点: 香港

会议语种:英文

页码: 1365-1370

在线出版日期: 2007-08-19（万方平台首次上网日期，不代表论文的发表时间）