• DocumentCode
    2487508
  • Title

    Stock price prediction using Generic Self-Evolving Takagi-Sugeno-Kang (GSETSK) fuzzy neural network

  • Author

    Nguyen, Ngoc Nam ; Quek, Chai

  • Author_Institution
    Centre for Comput. Intell., Nanyang Technol. Univ., Singapore, Singapore
  • fYear
    2010
  • fDate
    18-23 July 2010
  • Firstpage
    1
  • Lastpage
    8
  • Abstract
    This paper analyses stock market price prediction based on a Generic Self-Evolving Takagi-Sugeno-Kang (GSETSK) fuzzy neural network. Stock price prediction is a problem that requires online adaptive systems with high accuracy performance. The proposed GSETSK framework uses a novel Multidimensional-Scaling Growing Clustering (MSGC) algorithm which mimics the human cognitive process to flexibly generate fuzzy rules without any a prior knowledge. MSGC can quickly generate a compact fuzzy rule base from new incoming data and has strong noise-tolerance capability. It empowers the GSETSK network with the ability to effectively address adaptive and incremental problems such as stock price prediction. Numerical experiments conducted on real-life stock data confirm the validity of the design and the accuracy performance of the GSETSK system.
  • Keywords
    forecasting theory; fuzzy neural nets; pattern clustering; pricing; stock markets; GSETSK fuzzy neural network; GSETSK network; MSGC algorithm; fuzzy rule; generic self-evolving Takagi-Sugeno-Kang fuzzy neural network; human cognitive process; multidimensional-scaling growing clustering; noise-tolerance capability; online adaptive system; stock market price prediction; Accuracy; Data models; Firing; Fuzzy sets; Input variables; Pragmatics; Training data;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Neural Networks (IJCNN), The 2010 International Joint Conference on
  • Conference_Location
    Barcelona
  • ISSN
    1098-7576
  • Print_ISBN
    978-1-4244-6916-1
  • Type

    conf

  • DOI
    10.1109/IJCNN.2010.5596348
  • Filename
    5596348