Prediction of the index fund by Takagi-Sugeno fuzzy inference systems and feed-forward neural network

Authors:
Vladír Olej
Affiliations:
Institute of System Engineering and Informatics, Faculty of Economics and Administration, University of Pardubice, Pardubice, Czech Republic
Venue:
AIKED'06 Proceedings of the 5th WSEAS International Conference on Artificial Intelligence, Knowledge Engineering and Data Bases
Year:
2006

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Abstract

The paper presents (on the basis of passive investment strategies analysis) the design of the Takagi-Sugeno fuzzy inference system and the feed-forward neural network (with pre-processing of inputs time series) for prediction of the index fund. By means of the Takagi-Sugeno fuzzy inference system and the feed-forward neural network the investor is able to predict the closing price of the index fund.