Abstract
Stock price forecasting has attracted tremendous attention of researchers over the past several decades. Many techniques thus have been proposed so far to deal with the problem. This paper presents an application of a computational intelligence technique - a fuzzy inference system, namely Standard Additive Model (SAM), for predicting stock price time series data. The modelling and learning power of the SAM have been benefited to build the model that is capable of prediction functionalities. Experimental results have demonstrated that the proposed approach outperforms the traditional Auto Regressive Moving Average (ARMA) model in terms of the forecasting performance.
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Do, S.T., Nguyen, T.T., Woo, DM., Park, DC. (2010). Standard Additive Fuzzy System for Stock Price Forecasting. In: Nguyen, N.T., Le, M.T., Świątek, J. (eds) Intelligent Information and Database Systems. ACIIDS 2010. Lecture Notes in Computer Science(), vol 5991. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-12101-2_29
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DOI: https://doi.org/10.1007/978-3-642-12101-2_29
Publisher Name: Springer, Berlin, Heidelberg
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