Title :
Forecasting financial time series with fuzzy neural networks
Author_Institution :
Math. Inst., Ludwig-Maximilians-Univ., Munchen, Germany
Abstract :
The use of neural networks for financial applications is quite common. New approaches use advances in neural technology such as fuzzy neural networks to improve the results. In this paper, the application of fuzzy neural networks to a major financial application is presented: the forecasting of financial time series
Keywords :
finance; financial data processing; forecasting theory; fuzzy neural nets; sensitivity analysis; time series; financial time series forecasting; fuzzy neural networks; Feedforward neural networks; Feedforward systems; Fuzzy neural networks; Fuzzy sets; Logistics; Network topology; Neural networks; Nonlinear equations; Testing; Time series analysis;
Conference_Titel :
Intelligent Processing Systems, 1997. ICIPS '97. 1997 IEEE International Conference on
Conference_Location :
Beijing
Print_ISBN :
0-7803-4253-4
DOI :
10.1109/ICIPS.1997.672817