A Type-2 Fuzzy Model for Stock Market Analysis

Author

Zarandi, M. H Fazel ; Neshar, E. ; Turksen, I.B. ; Rezaee, B.

Author_Institution

Amirkabir Univ. of Technol., Tehran

fYear

2007

fDate

23-26 July 2007

Firstpage

1

Lastpage

6

Abstract

In this paper, a type-2 Fuzzy Rule Based Expert System is developed for analysing the stock markets. Interval type-2 fuzzy logic system permits us to model rule uncertainties and every membership value of an element is interval itself. The proposed type-2 fuzzy model applies the technical and fundamental indexes as the input variables. The fuzzy rule based model is tested on the stock market of an automotive manufactory in Asia. The proposed model can forecast the stock price variation. This can help the investors the select the best portfolio.

Keywords

economic forecasting; expert systems; fuzzy logic; investment; stock markets; Asia automotive manufactory; interval type-2 fuzzy logic system; investment; portfolio selection; rule uncertainties; stock market analysis; stock price variation forecasting; type-2 fuzzy model; type-2 fuzzy rule based expert system; Asia; Automotive engineering; Expert systems; Fuzzy logic; Fuzzy systems; Hybrid intelligent systems; Input variables; Stock markets; Testing; Uncertainty;

fLanguage

English

Publisher

ieee

Conference_Titel

Fuzzy Systems Conference, 2007. FUZZ-IEEE 2007. IEEE International

Conference_Location

London

ISSN

1098-7584

Print_ISBN

1-4244-1209-9

Electronic_ISBN

1098-7584

Type

conf

DOI

10.1109/FUZZY.2007.4295378

Filename

4295378