Title :
A new method for forecasting the taiex based on two-factors second-order fuzzy-trend logical relationship groups and the probabilities of trends of fuzzy logical relationships
Author :
Shyi-Ming Chen ; Shen-Wen Chen
Author_Institution :
Dept. of Comput. Sci. & Inf. Eng., Nat. Taiwan Univ. of Sci. & Technol., Taipei, Taiwan
Abstract :
This paper presents a new method for fuzzy forecasting based on two-factors second-order fuzzy-trend logical relationship groups and the probabilities of trends of fuzzy-trend logical relationships. We also apply the proposed method to forecast the Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX). The experimental results show that the proposed method outperforms the existing methods.
Keywords :
forecasting theory; fuzzy logic; probabilistic logic; stock markets; TAIEX; Taiwan Stock Exchange Capitalization Weighted Stock Index; fuzzy forecasting; probabilities of trends of fuzzy-trend logical relationships; two-factors second-order fuzzy-trend logical relationship groups; Abstracts; Market research; Fuzzy time series; Fuzzy trend logical relationships; Fuzzy trend logical relationships groups; Probability of trends;
Conference_Titel :
Machine Learning and Cybernetics (ICMLC), 2014 International Conference on
Conference_Location :
Lanzhou
Print_ISBN :
978-1-4799-4216-9
DOI :
10.1109/ICMLC.2014.7009138
