DocumentCode
1797426
Title
A new method for forecasting the taiex based on two-factors second-order fuzzy-trend logical relationship groups and the probabilities of trends of fuzzy logical relationships
Author
Shyi-Ming Chen ; Shen-Wen Chen
Author_Institution
Dept. of Comput. Sci. & Inf. Eng., Nat. Taiwan Univ. of Sci. & Technol., Taipei, Taiwan
Volume
1
fYear
2014
fDate
13-16 July 2014
Firstpage
332
Lastpage
337
Abstract
This paper presents a new method for fuzzy forecasting based on two-factors second-order fuzzy-trend logical relationship groups and the probabilities of trends of fuzzy-trend logical relationships. We also apply the proposed method to forecast the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX). The experimental results show that the proposed method outperforms the existing methods.
Keywords
forecasting theory; fuzzy logic; probabilistic logic; stock markets; TAIEX; Taiwan Stock Exchange Capitalization Weighted Stock Index; fuzzy forecasting; probabilities of trends of fuzzy-trend logical relationships; two-factors second-order fuzzy-trend logical relationship groups; Abstracts; Market research; Fuzzy time series; Fuzzy trend logical relationships; Fuzzy trend logical relationships groups; Probability of trends;
fLanguage
English
Publisher
ieee
Conference_Titel
Machine Learning and Cybernetics (ICMLC), 2014 International Conference on
Conference_Location
Lanzhou
ISSN
2160-133X
Print_ISBN
978-1-4799-4216-9
Type
conf
DOI
10.1109/ICMLC.2014.7009138
Filename
7009138
Link To Document