Title : ( A type-2 fuzzy rule-based expert system model for stock price analysis )
Authors: M.H. Fazel Zarandi , Babak Rezaee Khabooshan , I.B. Turksen , E. Neshat ,
دانلود فایل برای اعضای دانشگاهAccess to full-text not allowed by authors
Abstract
In this paper, a type-2 fuzzy rule based expert system is developed for stock price analysis. 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. This model is tested on stock price prediction of an automotive manufactory in Asia. Through the intensive experimental tests, the model has successfully forecasted the price variation for stocks from different sectors. The results are very encouraging and can be implemented in a real-time trading system for stock price prediction during the trading period.
Keywords
, Type, 2 fuzzy modeling; Fuzzy rule based systems; Forecasting; Stock market
@article{paperid:1035849,
author = {M.H. Fazel Zarandi and Rezaee Khabooshan, Babak and I.B. Turksen and E. Neshat},
title = {A type-2 fuzzy rule-based expert system model for stock price analysis},
journal = {Expert Systems with Applications},
year = {2009},
volume = {36},
number = {1},
month = {January},
issn = {0957-4174},
pages = {139--154},
numpages = {15},
keywords = {Type-2 fuzzy modeling; Fuzzy rule based systems; Forecasting; Stock market},
}
%0 Journal Article
%T A type-2 fuzzy rule-based expert system model for stock price analysis
%A M.H. Fazel Zarandi
%A Rezaee Khabooshan, Babak
%A I.B. Turksen
%A E. Neshat
%J Expert Systems with Applications
%@ 0957-4174
%D 2009
