پيش بيني بازار ارز فاركس با استفاده از سري هاي زماني فازي و الگوريتم شبيه سازي تبريد

Forecasting Forex Currency Market by Integrating Time Series and Simulated Annealing Heuristic

In the last 15 years, some methods have been proposed for forecasting based on fuzzy time series. One of the most important issues that affect the forecasting results in these models is the length of intervals. There are some studies on this issue but in most of them, length of intervals are predefined or even in some studies the intervalʹs length are the same. In this study we propose a model to determine effective intervals by using Simulated Annealing algorithm. And then we exercise this model on the FOREX currency market on some currency exchange rates (EUR/USD euro/US dollar , CAD/USD US Dollar/Canadian Dollar, GBP/USD British Pound/US Dollar, GBP/CHF British Pound/Swiss Franc) also we compare our model with otherʹs on forecasting Alabama University Enrollment.