Obiekt
Tytuł: Intelligent financial time series forecasting: A complex neuro-fuzzy approach with multi-swarm intelligence
Współtwórca:
Cordón, Oskar - ed. ; Kazienko, Przemysław - ed.
Podtytuł:
Hybrid and Ensemble Methods in Machine Learning
Tytuł publikacji grupowej:
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.
Wydawca:
Zielona Góra: Uniwersytet Zielonogórski
Identyfikator zasobu:
DOI:
Strony:
Źródło:
AMCS, Volume 22, Number 4 (2012) ; kliknij tutaj, żeby przejść
Jezyk:
Prawa do dysponowania publikacją:
Biblioteka Uniwersytetu Zielonogórskiego
Kolekcje, do których przypisany jest obiekt:
- Repozytorium > Jednostki organizacyjne > Wydział Informatyki, Elektrotechniki i Automatyki
- Repozytorium > Typy utworów > Artykuły
- Repozytorium > Czasopisma naukowe i serie wydawnicze UZ > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (2012)
Data ostatniej modyfikacji:
2021-10-14
Data dodania obiektu:
2021-09-15
Liczba wyświetleń treści obiektu:
133
Wszystkie dostępne wersje tego obiektu:
https://zbc.uz.zgora.pl/repozytorium/publication/65808
Wyświetl opis w formacie RDF:
Wyświetl opis w formacie OAI-PMH:
-
International Journal of Applied Mathematics and Computer Science (AMCS)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 25 (2015)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 24 (2014)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 23 (2013)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 22 (2012)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 22, number 1 (2012)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 22, number 2 (2012)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 22, number 3 (2012)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 22, number 4 (2012)
- International Journal of Applied Mathematics and Computer Science (AMCS), volume 22, number 4 (2012) - spis treści
- Intelligent financial time series forecasting: A complex neuro-fuzzy approach with multi-swarm intelligence
- ReSySTER: A hybrid recommender system for Scrum team roles based on fuzzy and rough sets
- DFIS: A novel data filling approach for an incomplete soft set
- Multi-label classification using error correcting output codes
- A rainfall forecasting method using machine learning models and its application to the Fukuoka city case
- Combined classifier based on feature space partitioning
- Nonparametric statistical analysis for multiple comparison of machine learning regression algorithms
- BEM and FEM results of displacements in a poroelastic column
- A modified state variable diagram method for determination of positive realizations of linear continuous-time systems with delays
- Normalized finite fractional differences: Computational and accuracy breakthroughs
- Observer-based controller design of time-delay systems with an interval time-varying delay
- Novel fault detection criteria based on linear quadratic control performances
- Data-driven models for fault detection using kernel PCA: A water distribution system case study
- Nash equilibrium design and price-based coordination in hierarchical systems
- The island model as a Markov dynamic system
- Designing a ship course controller by applying the adaptive backstepping method
- Customized crossover in evolutionary sets of safe ship trajectories
- Regulation of p53 by siRNA in radiation treated cells: Simulation studies
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 22, number 1 (2012)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 21 (2011)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 20 (2010)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 19 (2009)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 18 (2008)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 17 (2007)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 16 (2006)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 15 (2005)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 13 (2003)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 12 (2002)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 11 (2001)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 10 (2000)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 9 (1999)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 8 (1998)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 7 (1997)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 6 (1996)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 5 (1995)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 4 (1994)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 3 (1993)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 2 (1992)
-
International Journal of Applied Mathematics and Computer Science (AMCS),volume 1 (1991)
-
International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
| Nazwa wydania | Data |
|---|---|
| Intelligent financial time series forecasting: A complex neuro-fuzzy approach with multi-swarm intelligence | 2021-10-14 |
