Cart (Loading....) | Create Account
Close category search window
 

Forecasting Stock Price Index Using Fuzzy Time-Series Based on Rough Set

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Ching-Hsue Cheng ; Nat. Yunlin Univ. of Sci. & Technol., Yunlin ; Hia Jong Teoh ; Tai-liang Chen

Fuzzy time-series have been utilized to make predictions in various areas such as stock price forecasting, academic enrollments and weather. In the forecasting processes, Fuzzy Logical Relation (FLR) is the one of critical factors to influence forecasting accuracy. Therefore, in this paper, we propose a new fuzzy time-series method, which employs rough set theory to mine FLR in time-series and the adaptive expectations model to tune forecasting results. In the empirical analysis, we use a ten-year period of TAIEX (Taiwan Stock Exchange Capitalization Weighted Stock Index) closing prices as experimental datasets and two fuzzy time-series methods, Chen's (1996) and Yu's (2004) methods, as comparisons models. The experimental results shows that propose method outperforms the listing methods.

Published in:

Fuzzy Systems and Knowledge Discovery, 2007. FSKD 2007. Fourth International Conference on  (Volume:3 )

Date of Conference:

24-27 Aug. 2007

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.