Title :
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
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;
Conference_Titel :
Fuzzy Systems Conference, 2007. FUZZ-IEEE 2007. IEEE International
Conference_Location :
London
Print_ISBN :
1-4244-1209-9
Electronic_ISBN :
1098-7584
DOI :
10.1109/FUZZY.2007.4295378
