Financial Time Series Prediction Using Neurofuzzy Approach

摘要：

The prediction of stock market price is an interesting and open problem. To achieve this goal, a fuzzy neural network prediction model was proposed which is used to determine and explore the relationship between some variables as independent factors and the level of stock price index as a dependent element in the stock market under study over time. The historical trade data set of the Shanghai Stock Exchange Index from July 9, 1996to February 16, 2006 has been used for illustration purpose.Simulation results obtained by using the MATLAB fuzzy toolbox demonstrate that satisfactory performance can be achieved.

关键词： financial time series fuzzy neural networks stock exchange index

作者: LIU Jianguo WU Weiping

作者单位: Department of computer Chongqing Technology and Business University Chongqing 400067, China Department of Foreign Language Chongqing Technology and Business University Chongqing 400067, China

会议类型: 国际会议

会议名称: 第二届国际计算机新科技与教育学术会议(Proceedings of the Second International Conference on Computer Science & Education ICCSE2007)

会议地点: 武汉

会议语种:英文

页码: 121-124

在线出版日期: 2007-07-25（万方平台首次上网日期，不代表论文的发表时间）