Displaying similar documents to “Stock price forecasting: Autoregressive modelling and fuzzy neural network.”

Intelligent financial time series forecasting: A complex neuro-fuzzy approach with multi-swarm intelligence

Chunshien Li, Tai-Wei Chiang (2012)

International Journal of Applied Mathematics and Computer Science

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Financial investors often face an urgent need to predict the future. Accurate forecasting may allow investors to be aware of changes in financial markets in the future, so that they can reduce the risk of investment. In this paper, we present an intelligent computing paradigm, called the Complex Neuro-Fuzzy System (CNFS), applied to the problem of financial time series forecasting. The CNFS is an adaptive system, which is designed using Complex Fuzzy Sets (CFSs) whose membership functions...

A neuro-fuzzy system for isolated hand-written digit recognition.

Miguel Pinzolas, José Javier Astrain, Jesús Villadangos, José Ramón González de Mendívil (2001)

Mathware and Soft Computing

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A neuro-fuzzy system for isolated hand-written digit recognition using a similarity fuzzy measure is presented. The system is composed of two main blocks: a first block that normalizes the input and compares it with a set of fuzzy patterns, and a second block with a multilayer perceptron to perform a neuronal classification. The comparison with the fuzzy patterns is performed via a fuzzy similarity measure that uses the Yager parametric t-norms and t-conorms. Along this work, several...

Fuzzy neural network approach to fuzzy polynomials.

Saeid Abbasbandy, M. Otadi (2006)

Mathware and Soft Computing

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In this paper, an architecture of fuzzy neural networks is proposed to find a real root of a dual fuzzy polynomial (if exists) by introducing a learning algorithm. We proposed a learning algorithm from the cost function for adjusting of crisp weights. According to fuzzy arithmetic, dual fuzzy polynomials can not be replaced by a fuzzy polynomials, directly. Finally, we illustrate our approach by numerical examples.

Extraction of fuzzy rules using deterministic annealing integrated with ε-insensitive learning

Robert Czabański (2006)

International Journal of Applied Mathematics and Computer Science

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A new method of parameter estimation for an artificial neural network inference system based on a logical interpretation of fuzzy if-then rules (ANBLIR) is presented. The novelty of the learning algorithm consists in the application of a deterministic annealing method integrated with ε-insensitive learning. In order to decrease the computational burden of the learning procedure, a deterministic annealing method with a "freezing" phase and ε-insensitive learning by solving a system of...

Neuro-fuzzy modelling based on a deterministic annealing approach

Robert Czabański (2005)

International Journal of Applied Mathematics and Computer Science

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This paper introduces a new learning algorithm for artificial neural networks, based on a fuzzy inference system ANBLIR. It is a computationally effective neuro-fuzzy system with parametrized fuzzy sets in the consequent parts of fuzzy if-then rules, which uses a conjunctive as well as a logical interpretation of those rules. In the original approach, the estimation of unknown system parameters was made by means of a combination of both gradient and least-squares methods. The novelty...

Fuzzy grammatical inference using neural network.

Armando Blanco, A. Delgado, M. Carmen Pegalajar (1998)

Mathware and Soft Computing

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We have shown a model of fuzzy neural network that is able to infer the relations associated to the transitions of a fuzzy automaton from a fuzzy examples set. Neural network is trained by a backpropagation of error based in a smooth derivative [1]. Once network has been trained the fuzzy relations associated to the transitions of the automaton are found encoded in the weights.

Neural methods for obtaining fuzzy rules.

José Manuel Benítez, Armando Blanco, Miguel Delgado, Ignacio Requena (1996)

Mathware and Soft Computing

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In previous papers, we presented an empirical methodology based on Neural Networks for obtaining fuzzy rules which allow a system to be described, using a set of examples with the corresponding inputs and outputs. Now that the previous results have been completed, we present another procedure for obtaining fuzzy rules, also based on Neural Networks with Backpropagation, with no need to establish beforehand the labels or values of the variables that govern the system.

Max-min fuzzy neural networks for solving relational equations.

Armando Blanco, Miguel Delgado, Ignacio Requena (1994)

Mathware and Soft Computing

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The Relational Equations approach is one of the most usual ones for describing (Fuzzy) Systems and in most cases, it is the final expression for other descriptions. This is why the identification of Relational Equations from a set of examples has received considerable atention in the specialized literature. This paper is devoted to this topic, more specifically to the topic of max-min neural networks for identification. Three methods of learning Fuzzy Systems are developed by combining...