Learning internal representations by error propagation
Parallel distributed processing: explorations in the microstructure of cognition, vol. 1
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
Industrial Applications of Fuzzy Control
Industrial Applications of Fuzzy Control
Fuzzy Sets and Systems: Theory and Applications
Fuzzy Sets and Systems: Theory and Applications
Time Series Analysis: Forecasting and Control
Time Series Analysis: Forecasting and Control
CIMCA '05 Proceedings of the International Conference on Computational Intelligence for Modelling, Control and Automation and International Conference on Intelligent Agents, Web Technologies and Internet Commerce Vol-2 (CIMCA-IAWTIC'06) - Volume 02
An Empirical Analysis of Data Requirements for Financial Forecasting with Neural Networks
Journal of Management Information Systems
New hybrid methodology for stock volatility prediction
Expert Systems with Applications: An International Journal
A prediction algorithm for time series based on adaptive model selection
Expert Systems with Applications: An International Journal
Evolving and clustering fuzzy decision tree for financial time series data forecasting
Expert Systems with Applications: An International Journal
A neural-network-based nonlinear metamodeling approach to financial time series forecasting
Applied Soft Computing
A fuzzy-driven genetic algorithm for sequence segmentation applied to genomic sequences
Applied Soft Computing
Foreign-Exchange-Rate Forecasting with Artificial Neural Networks
Foreign-Exchange-Rate Forecasting with Artificial Neural Networks
A neuro-fuzzy approach for prediction of human work efficiency in noisy environment
Applied Soft Computing
Multistage neural network metalearning with application to foreign exchange rates forecasting
MICAI'06 Proceedings of the 5th Mexican international conference on Artificial Intelligence
Analysis of the predictive ability of time delay neural networksapplied to the S&P 500 time series
IEEE Transactions on Systems, Man, and Cybernetics, Part C: Applications and Reviews
Expert Systems with Applications: An International Journal
| Hi-index | 12.06 |
Since last decade advanced data simulations help to identify hidden trends in a time series. Our purpose is to identify uncertainties during recession period using statistical analysis, econometrical analysis and Adaptive Neural-Fuzzy networks. In this paper, initially through computational analysis we are testing financial data using correlation tests, likelihood tests, heteroscedastic characteristics analysis and hypothesis tests. These statistical and econometrical tests give us exact nature of data set and relation between data points. All tests and analysis are studied on NASDAQ Stock Market over last 2-years. Then after, optimized subtractive data clustering method is used to cluster the data and create fuzzy membership functions by using Sugeno-type Fuzzy Interface System (FIS). Finally, we are using optimized hybrid learning algorithm in customized Adaptive Neural Fuzzy Interface System (ANFIS) to train the network. Hence, we got an efficient Adaptive Neural-Fuzzy network to check and test the data sets and use it for forecasting the stock market index. During this, the hybrid learning algorithm combines Least-Square method and the Back-propagation gradient descent methods for training the Fuzzy Interface System (FIS) with the help of optimized membership functions and parameters. This paper presents a state-of-art for Adaptive Neural-Fuzzy Network (ANFN) application to forecast stock market index and involved market uncertainties by combining the econometrical test to optimize the ANFIS and FIS function.