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A Type-2 Fuzzy Model for Stock Market Analysis | IEEE Conference Publication | IEEE Xplore

A Type-2 Fuzzy Model for Stock Market Analysis


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 uncertain...Show More

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.
Date of Conference: 23-26 July 2007
Date Added to IEEE Xplore: 27 August 2007
ISBN Information:
Print ISSN: 1098-7584
Conference Location: London, UK

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