Title :
Application of Fuzzy Time Sequence in Stock Prediction
Author :
Kaiqi Zou ; Beiyan Li
Author_Institution :
Coll. of Inf. Eng., Dalian Univ., Dalian
Abstract :
Nowadays, more and more people take part in the stock-market actively, and the stock prediction has been one of the hot topics. Fuzzy time series are used for forecasting price of the stock as the first time in this paper. According to history data of stock price, we could predict the stock price at next time or at multiple moments, it will provide the theoretical basis for buying or selling time reasonable. At first, it introduces the correlation concepts of the fuzzy time sequence in this paper, and then we use the stock price of a listed company each time of one day as case study, and apply the fuzzy time series to predict the stock price. From mathematics view, we forecast the buying and selling time of stock reasonably. It is of great practical significance.
Keywords :
fuzzy set theory; pricing; stock markets; time series; buying time; fuzzy time sequence; fuzzy time series; selling time; stock market; stock prediction; stock price forecasting; Educational institutions; Fluctuations; Fuzzy sets; History; Information science; Kernel; Mathematics; Social factors; Statistical analysis; Statistics;
Conference_Titel :
Innovative Computing Information and Control, 2008. ICICIC '08. 3rd International Conference on
Conference_Location :
Dalian, Liaoning
Print_ISBN :
978-0-7695-3161-8
Electronic_ISBN :
978-0-7695-3161-8
DOI :
10.1109/ICICIC.2008.162