Neural-Network-Based Fuzzy Logic Control and Decision System
IEEE Transactions on Computers - Special issue on artificial neural networks
Neuro-fuzzy and soft computing: a computational approach to learning and machine intelligence
Neuro-fuzzy and soft computing: a computational approach to learning and machine intelligence
Neural Networks for Financial Forecasting
Neural Networks for Financial Forecasting
Neural Network Time Series Forecasting of Financial Markets
Neural Network Time Series Forecasting of Financial Markets
Forecasting Stock Market Performance Using Hybrid Intelligent System
ICCS '01 Proceedings of the International Conference on Computational Science-Part II
Investment using technical analysis and fuzzy logic
Fuzzy Sets and Systems - Special issue: Optimization and decision support systems
Real Stock Trading Using Soft Computing Models
ITCC '05 Proceedings of the International Conference on Information Technology: Coding and Computing (ITCC'05) - Volume II - Volume 02
Computers and Operations Research
A hybrid genetic-neural architecture for stock indexes forecasting
Information Sciences: an International Journal - Special issue: Computational intelligence in economics and finance
A fusion model of HMM, ANN and GA for stock market forecasting
Expert Systems with Applications: An International Journal
Flexible neural trees ensemble for stock index modeling
Neurocomputing
Stock market trading rule discovery using pattern recognition and technical analysis
Expert Systems with Applications: An International Journal
The use of data mining and neural networks for forecasting stock market returns
Expert Systems with Applications: An International Journal
Neural networks in financial engineering: a study in methodology
IEEE Transactions on Neural Networks
Expert Systems with Applications: An International Journal
Integration of genetic fuzzy systems and artificial neural networks for stock price forecasting
Knowledge-Based Systems
A self-organized neuro-fuzzy system for stock market dynamics modeling and forecasting
WSEAS Transactions on Information Science and Applications
Prediction of ocean wave energy from meteorological variables by fuzzy logic modeling
Expert Systems with Applications: An International Journal
Forecasting short-term trends of stock markets based on fuzzy frequent pattern tree
ADMA'10 Proceedings of the 6th international conference on Advanced data mining and applications: Part I
Expert Systems with Applications: An International Journal
Elliott Wave Theory and neuro-fuzzy systems, in stock market prediction: The WASP system
Expert Systems with Applications: An International Journal
Using artificial neural network models in stock market index prediction
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
A self-organized neuro-fuzzy system for stock market dynamics modeling and forecasting
ICCOMP'10 Proceedings of the 14th WSEAS international conference on Computers: part of the 14th WSEAS CSCC multiconference - Volume II
Design of real-time fuzzy bus holding system for the mass rapid transit transfer system
Expert Systems with Applications: An International Journal
International Journal of Business Intelligence and Data Mining
Using a fuzzy association rule mining approach to identify the financial data association
Expert Systems with Applications: An International Journal
An approach based on ANFIS input selection and modeling for supplier selection problem
Expert Systems with Applications: An International Journal
Information Sciences: an International Journal
Application of adaptive network based fuzzy inference system method in economic welfare
Knowledge-Based Systems
International Journal of Fuzzy System Applications
Expert Systems with Applications: An International Journal
Review Article: Applications of neuro fuzzy systems: A brief review and future outline
Applied Soft Computing
Hi-index | 12.07 |
A neuro-fuzzy system composed of an Adaptive Neuro Fuzzy Inference System (ANFIS) controller used to control the stock market process model, also identified using an adaptive neuro-fuzzy technique, is derived and evaluated for a variety of stocks. Obtained results challenge the weak form of the Efficient Market Hypothesis (EMH) by demonstrating much improved and better predictions, compared to other approaches, of short-term stock market trends, and in particular the next day's trend of chosen stocks. The ANFIS controller and the stock market process model inputs are chosen based on a comparative study of fifteen different combinations of past stock prices performed to determine the stock market process model inputs that return the best stock trend prediction for the next day in terms of the minimum Root Mean Square Error (RMSE). Gaussian-2 shaped membership functions are chosen over bell shaped Gaussian and triangular ones to fuzzify the system inputs due to the lowest RMSE. Real case studies using data from emerging and well developed stock markets - the Athens and the New York Stock Exchange (NYSE) - to train and evaluate the proposed system illustrate that compared to the ''buy and hold'' strategy and several other reported methods, the proposed approach and the forecasting trade accuracy are by far superior.