Computers and Operations Research - Special issue: Emerging economics
Forecasting stock market movement direction with support vector machine
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
International Journal of Intelligent Systems in Accounting and Finance Management
Expert Systems with Applications: An International Journal
A TSK type fuzzy rule based system for stock price prediction
Expert Systems with Applications: An International Journal
Predicting Stock Prices Using a Hybrid Kohonen Self Organizing Map (SOM)
HICSS '07 Proceedings of the 40th Annual Hawaii International Conference on System Sciences
Data Modeling for Kuala Lumpur Composite Index with ANFIS
AMS '08 Proceedings of the 2008 Second Asia International Conference on Modelling & Simulation (AMS)
Fuzzy dual-factor time-series for stock index forecasting
Expert Systems with Applications: An International Journal
A hybrid SOFM-SVR with a filter-based feature selection for stock market forecasting
Expert Systems with Applications: An International Journal
Surveying stock market forecasting techniques - Part II: Soft computing methods
Expert Systems with Applications: An International Journal
Stock market prediction of S&P 500 via combination of improved BCO approach and BP neural network
Expert Systems with Applications: An International Journal
Forecasting stock market short-term trends using a neuro-fuzzy based methodology
Expert Systems with Applications: An International Journal
Intelligent target recognition based on wavelet adaptive network based fuzzy inference system
IbPRIA'05 Proceedings of the Second Iberian conference on Pattern Recognition and Image Analysis - Volume Part I
IEEE Transactions on Neural Networks
Complex fuzzy computing to time series prediction: a multi-swarm PSO learning approach
ACIIDS'11 Proceedings of the Third international conference on Intelligent information and database systems - Volume Part II
Analytical inference model for prediction and customization of inter-agent dependency requirements
ACM SIGSOFT Software Engineering Notes
Expert Systems with Applications: An International Journal
Linear non-Gaussian causal discovery from a composite set of major US macroeconomic factors
Expert Systems with Applications: An International Journal
International Journal of Data Analysis Techniques and Strategies
Intelligent phishing detection and protection scheme for online transactions
Expert Systems with Applications: An International Journal
A hybrid FLANN and adaptive differential evolution model for forecasting of stock market indices
International Journal of Knowledge-based and Intelligent Engineering Systems
Hi-index | 12.06 |
Stock market prediction is important and of great interest because successful prediction of stock prices may promise attractive benefits. These tasks are highly complicated and very difficult. In this paper, we investigate the predictability of stock market return with Adaptive Network-Based Fuzzy Inference System (ANFIS). The objective of this study is to determine whether an ANFIS algorithm is capable of accurately predicting stock market return. We attempt to model and predict the return on stock price index of the Istanbul Stock Exchange (ISE) with ANFIS. We use six macroeconomic variables and three indices as input variables. The experimental results reveal that the model successfully forecasts the monthly return of ISE National 100 Index with an accuracy rate of 98.3%. ANFIS provides a promising alternative for stock market prediction. ANFIS can be a useful tool for economists and practitioners dealing with the forecasting of the stock price index return.