IEEE International Fuzzy Systems Conference, FUZZ-IEEE 2007 , 2007-07-23

Title : ( A Type-2 Fuzzy Model for Stock Market Analysis )

Authors: Babak Rezaee Khabooshan ,

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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

, Type, 2 Fuzzy Rule Based Expert System;stock markets
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@inproceedings{paperid:1035840,
author = {Rezaee Khabooshan, Babak},
title = {A Type-2 Fuzzy Model for Stock Market Analysis},
booktitle = {IEEE International Fuzzy Systems Conference, FUZZ-IEEE 2007},
year = {2007},
location = {London, IRAN},
keywords = {Type-2 Fuzzy Rule Based Expert System;stock markets},
}

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%0 Conference Proceedings
%T A Type-2 Fuzzy Model for Stock Market Analysis
%A Rezaee Khabooshan, Babak
%J IEEE International Fuzzy Systems Conference, FUZZ-IEEE 2007
%D 2007

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