Stock price forecasting: Autoregressive modelling and fuzzy neural network.

Marcek, Dusan. "Stock price forecasting: Autoregressive modelling and fuzzy neural network.." Mathware and Soft Computing 7.2-3 (2000): 139-148. <http://eudml.org/doc/39193>.

@article{Marcek2000,
abstract = {Most models for the time series of stock prices have centered on autoregresive (AR) processes. Traditionaly, fundamental Box-Jenkins analysis [3] have been the mainstream methodology used to develop time series models. Next, we briefly describe the develop a classical AR model for stock price forecasting. Then a fuzzy regression model is then introduced. Following this description, an artificial fuzzy neural network based on B-spline member ship function is presented as an alternative to the stock prediction method based on AR models. Finnaly, we present our preliminary results and some further experiments that we performed.},
author = {Marcek, Dusan},
journal = {Mathware and Soft Computing},
keywords = {Series temporales; Redes neuronales; Conjuntos difusos; Predicción estadística; Inventario; Precios; Autorregresión; -spline function; artificial neural network; fuzzy autoregressive model},
language = {eng},
number = {2-3},
pages = {139-148},
title = {Stock price forecasting: Autoregressive modelling and fuzzy neural network.},
url = {http://eudml.org/doc/39193},
volume = {7},
year = {2000},
}

TY - JOUR
AU - Marcek, Dusan
TI - Stock price forecasting: Autoregressive modelling and fuzzy neural network.
JO - Mathware and Soft Computing
PY - 2000
VL - 7
IS - 2-3
SP - 139
EP - 148
AB - Most models for the time series of stock prices have centered on autoregresive (AR) processes. Traditionaly, fundamental Box-Jenkins analysis [3] have been the mainstream methodology used to develop time series models. Next, we briefly describe the develop a classical AR model for stock price forecasting. Then a fuzzy regression model is then introduced. Following this description, an artificial fuzzy neural network based on B-spline member ship function is presented as an alternative to the stock prediction method based on AR models. Finnaly, we present our preliminary results and some further experiments that we performed.
LA - eng
KW - Series temporales; Redes neuronales; Conjuntos difusos; Predicción estadística; Inventario; Precios; Autorregresión; -spline function; artificial neural network; fuzzy autoregressive model
UR - http://eudml.org/doc/39193
ER -