Name
Title | ||
|---|---|---|
The Case Study of Adaptive Network-Based Fuzzy Inference System Modeling for TAIEX Prediction |
Abstract | ||
|---|---|---|
The purpose of this research is to investigate the relation between international stock markets and Taiwan's stock market, and use the statistical method to identify international markets of high correlation with Taiwan's stock market as the input parameters of the ANFIS (Adaptive Network-based Fuzzy Inference System) model to improve the forecasting accuracy. This paper collects dataset in the period of years 2000~2010 from 13 countries including Japan, Singapore, Malaysia of high correlation with Taiwan. to prove the forecasting effectiveness of the model, this paper compares the proposed model with models proposed in other studies. the experimental results suggest that, the total average RMSE of the proposed model is lower as compared with other models. the contribution of this research is to integrate the statistical method and ANFIS model to effectively enhance the forecasting accuracy for TAIEX stock price prediction. |
Year | DOI | Venue |
|---|---|---|
2012 | 10.1109/ICGEC.2012.141 | ICGEC |
Keywords | Field | DocType |
taiex stock price prediction,taiwan stock market,stock price prediction,fuzzy set theory,fuzzy reasoning,total average rmse,forecasting accuracy,international markets,adaptive network-based fuzzy inference system modeling,forecasting theory,fuzzy sets,stock market,system modeling,statistical analysis,international market,anfis model,neural networks,international stock markets,case study,high correlation,taiex prediction,stock markets,forecasting effectiveness,adaptive network-based fuzzy inference,international stock market,adaptive network-based fuzzy inference system,statistical method | Econometrics,Data mining,Stock price,Computer science,Mean squared error,Fuzzy set,Adaptive neuro fuzzy inference system,Artificial neural network,Stock market,Statistical analysis,Fuzzy inference system | Conference |
ISSN | ISBN | Citations |
1949-4653 | 978-1-4673-2138-9 | 1 |
PageRank | References | Authors |
0.36 | 5 | 4 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Min-hsuan Fan | 1 | 17 | 3.41 |
| Mu-Yen Chen | 2 | 159 | 19.88 |
| Hui-feng Huang | 3 | 256 | 22.11 |
| Tai-Ying Huang | 4 | 12 | 0.92 |