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Stock trend forecasting in turbulent market periods using neuro-fuzzy systems

Atsalakis Georgios, Protopapadakis Eftychios, Valavanis, Kimon P

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URIhttp://purl.tuc.gr/dl/dias/BA81023E-7CC7-47E3-A830-4C7763F4F178-
Identifierhttps://doi.org/10.1007/s12351-015-0197-6-
Identifierhttps://link.springer.com/article/10.1007/s12351-015-0197-6-
Languageen-
Extent25 pagesen
TitleStock trend forecasting in turbulent market periods using neuro-fuzzy systemsen
CreatorAtsalakis Georgiosen
CreatorΑτσαλακης Γεωργιοςel
CreatorProtopapadakis Eftychiosen
CreatorΠρωτοπαπαδακης Ευτυχιοςel
CreatorValavanis, Kimon Pen
PublisherSpringer Nature [academic journals on nature.com]en
Content SummaryThis paper presents a neuro-fuzzy based methodology to forecast short-term stock trends during turbulent stock market periods. The methodology uses two adaptive neuro-fuzzy inference systems; the controller and the stock market process. The model is based on inverse control theory that simulates the stock market dynamics; enabling 1 day ahead forecasting. The proposed methodology is tested and evaluated using real stock shares data of the New York Stock Exchange. Data demonstrates transactions that occurred during four turbulent market periods: the Black Monday of October 19, 1987, the Russian crisis of 1998, the 11th of September 2001 crisis and the credit crisis of 2008. en
Type of ItemPeer-Reviewed Journal Publicationen
Type of ItemΔημοσίευση σε Περιοδικό με Κριτέςel
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2018-10-09-
Date of Publication2016-
SubjectANFIS controlleren
SubjectNeuro-fuzzy based forecastingen
SubjectStock market crisisen
SubjectStock market forecastingen
SubjectStock price forecastingen
Bibliographic CitationG. S. Atsalakis, E. E. Protopapadakis and K. P. Valavanis, "Stock trend forecasting in turbulent market periods using neuro-fuzzy systems," Oper. Res., vol. 16, no. 2, pp. 245-269, Jul. 2016. doi: 10.1007/s12351-015-0197-6en

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