Object
Title: Intelligent financial time series forecasting: A complex neuro-fuzzy approach with multi-swarm intelligence
Contributor:
Cordón, Oskar - ed. ; Kazienko, Przemysław - ed.
Subtitle:
Hybrid and Ensemble Methods in Machine Learning
Group publication title:
Abstract:
Financial investors often face an urgent need to predict the future. Accurate forecasting may allow investors to be aware of changes in financial markets in the future, so that they can reduce the risk of investment. In this paper, we present an intelligent computing paradigm, called the Complex Neuro-Fuzzy System (CNFS), applied to the problem of financial time series forecasting. ; The CNFS is an adaptive system, which is designed using Complex Fuzzy Sets (CFSs) whose membership functions are complex-valued and characterized within the unit disc of the complex plane. The application of CFSs to the CNFS can augment the adaptive capability of nonlinear functional mapping, which is valuable for nonlinear forecasting. ; Moreover, to optimize the CNFS for accurate forecasting, we devised a new hybrid learning method, called the HMSPSO-RLSE, which integrates in a hybrid way the so-called Hierarchical Multi-Swarm PSO (HMSPSO) and the well-known Recursive Least Squares Estimator (RLSE). ; Three examples of financial time series are used to test the proposed approach, whose experimental results outperform those of other methods.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Resource Identifier:
DOI:
Pages:
Source:
AMCS, Volume 22, Number 4 (2012) ; click here to follow the link
Language:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Object collections:
- Digital Library of Zielona Góra > Repository > Faculties > Faculty of Computer, Electrical and Control Engineering
- Digital Library of Zielona Góra > Repository > Types of work > Articles
- Digital Library of Zielona Góra > Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (2012)
Last modified:
Oct 14, 2021
In our library since:
Sep 15, 2021
Number of object content hits:
133
All available object's versions:
https://zbc.uz.zgora.pl/publication/65808
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International Journal of Applied Mathematics and Computer Science (AMCS)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 25 (2015)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 24 (2014)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 23 (2013)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 22 (2012)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 22, number 1 (2012)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 22, number 3 (2012)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 22, number 4 (2012)
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| Edition name | Date |
|---|---|
| Intelligent financial time series forecasting: A complex neuro-fuzzy approach with multi-swarm intelligence | Oct 14, 2021 |
