Title of article :
Particle swarm intelligence tunning of fuzzy geometric protoforms for price patterns recognition and stock trading
Author/Authors :
?ady?y?ski، نويسنده , , Piotr and Grzegorzewski، نويسنده , , Przemys?aw، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2013
Abstract :
A novel approach for detecting patterns in price time series is shown. The proposed system for identifying consolidation phases is based on fuzzy geometric protoforms and classification trees. Promising results of the empirical studies prove that the suggested fuzzy geometric protoforms are very useful for identifying patterns in graphical visualizations of data. Moreover, the architecture of the system enables successful incorporation of genetic optimization what enables capturing various data sets structure and unstable conditions on financial markets.
Keywords :
decision trees , Consolidation phase , Fuzzy sets , Genetic optimization , Patterns recognition , Particle swarm intelligence , Time series , Fuzzy protoform
Journal title :
Expert Systems with Applications
Journal title :
Expert Systems with Applications