Foundations of Neuro-Fuzzy Systems
Foundations of Neuro-Fuzzy Systems
Hybrid Intelligent Systems for Stock Market Analysis
ICCS '01 Proceedings of the International Conference on Computational Science-Part II
A learning system based on genetic adaptive algorithms
A learning system based on genetic adaptive algorithms
Introduction to Evolutionary Computing
Introduction to Evolutionary Computing
StockMarket Forecasting Using Hidden Markov Model: A New Approach
ISDA '05 Proceedings of the 5th International Conference on Intelligent Systems Design and Applications
Computational Intelligence: Principles, Techniques and Applications
Computational Intelligence: Principles, Techniques and Applications
A fusion model of HMM, ANN and GA for stock market forecasting
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
Advances in Fuzzy Clustering and its Applications
Advances in Fuzzy Clustering and its Applications
The adaptive neuro-fuzzy model for forecasting the domestic debt
Knowledge-Based Systems
Development and performance evaluation of FLANN based model for forecasting of stock markets
Expert Systems with Applications: An International Journal
Surveying stock market forecasting techniques - Part II: Soft computing methods
Expert Systems with Applications: An International Journal
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
A filter model for feature subset selection based on genetic algorithm
Knowledge-Based Systems
A fuzzy GARCH model applied to stock market scenario using a genetic algorithm
Expert Systems with Applications: An International Journal
Evolving neural network for printed circuit board sales forecasting
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
An intelligent ACO-SA approach for short term electricity load prediction
ICIC'10 Proceedings of the Advanced intelligent computing theories and applications, and 6th international conference on Intelligent computing
Piecewise cloud approximation for time series mining
Knowledge-Based Systems
A new Fruit Fly Optimization Algorithm: Taking the financial distress model as an example
Knowledge-Based Systems
Forecasting tourism demand based on empirical mode decomposition and neural network
Knowledge-Based Systems
Genetic fuzzy markup language for game of NoGo
Knowledge-Based Systems
Hybrid method for the analysis of time series gene expression data
Knowledge-Based Systems
Credit risk assessment and decision making by a fusion approach
Knowledge-Based Systems
A hybrid fuzzy intelligent agent-based system for stock price prediction
International Journal of Intelligent Systems
A sparse kernel algorithm for online time series data prediction
Expert Systems with Applications: An International Journal
Ranking and selection of unsupervised learning marketing segmentation
Knowledge-Based Systems
Differential evolution with local information for neuro-fuzzy systems optimisation
Knowledge-Based Systems
High-order fuzzy-neuro expert system for time series forecasting
Knowledge-Based Systems
A combined mining-based framework for predicting telecommunications customer payment behaviors
Expert Systems with Applications: An International Journal
Improving project-profit prediction using a two-stage forecasting system
Computers and Industrial Engineering
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Stock market prediction is regarded as a challenging task in financial time-series forecasting. The central idea to successful stock market prediction is achieving best results using minimum required input data and the least complex stock market model. To achieve these purposes this article presents an integrated approach based on genetic fuzzy systems (GFS) and artificial neural networks (ANN) for constructing a stock price forecasting expert system. At first, we use stepwise regression analysis (SRA) to determine factors which have most influence on stock prices. At the next stage we divide our raw data into k clusters by means of self-organizing map (SOM) neural networks. Finally, all clusters will be fed into independent GFS models with the ability of rule base extraction and data base tuning. We evaluate capability of the proposed approach by applying it on stock price data gathered from IT and Airlines sectors, and compare the outcomes with previous stock price forecasting methods using mean absolute percentage error (MAPE). Results show that the proposed approach outperforms all previous methods, so it can be considered as a suitable tool for stock price forecasting problems.