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Fuzzy Models for Predicting Time Series Stock Price Index
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  • Fuzzy Models for Predicting Time Series Stock Price Index
  • Fuzzy Models for Predicting Time Series Stock Price Index
저자명
Hwang. Hee-Soo,Oh. Jin-Sung
간행물명
International Journal of Control, Automation and Systems
권/호정보
2010년|8권 3호|pp.702-706 (5 pages)
발행정보
제어로봇시스템학회
파일정보
정기간행물|ENG|
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이 논문은 한국과학기술정보연구원과 논문 연계를 통해 무료로 제공되는 원문입니다.
서지반출

기타언어초록

Predicting stock prices with traditional time series analysis has proven to be difficult. Fuzzy models have recently been used to predict stock market prices because they are capable of extracting useful information from large sets of data without any assumption about a mathematical model. In this paper, three types of fuzzy rule formats to predict daily and weekly stock price indexes were presented. Their premises and consequences were composed of trapezoidal membership functions and novel nonlinear equations, respectively. As the most effective indicators for stock prediction, the information used in traditional candle stick-chart analysis was newly employed as input variables of our fuzzy models. The optimal fuzzy models were identified through an evolutionary process of differential evolution(DE). The different types of fuzzy models to predict the daily and weekly open, high, low, and close prices of the Korea Composite Stock Price Index (KOSPI) were built, and their performances were compared.