Interval-valued intuitionistic fuzzy cognitive maps for stock index forecasting
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F18%3A39913511" target="_blank" >RIV/00216275:25410/18:39913511 - isvavai.cz</a>
Result on the web
<a href="https://ieeexplore.ieee.org/abstract/document/8397170" target="_blank" >https://ieeexplore.ieee.org/abstract/document/8397170</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/EAIS.2018.8397170" target="_blank" >10.1109/EAIS.2018.8397170</a>
Alternative languages
Result language
angličtina
Original language name
Interval-valued intuitionistic fuzzy cognitive maps for stock index forecasting
Original language description
There are several applications of time series forecasting for which accurate knowledge of it is not required. In those cases it is enough to deal with the approximation of time series by intervals i.e. interval-valued time series (ITS). In this paper we propose a new method for the forecasting of univariate ITS. A part of the theoretical contribution of the paper is the development of the forecasting model which is based on fuzzy cognitive maps (FCMs). Instead of fuzzy sets used in standard FCMs we apply interval-valued intuitionistic fuzzy sets as their concepts. In this way we get interval-valued intuitionistic fuzzy cognitive maps (IVI-FCMs) which we use for the forecasting of ITS. To validate IVI-FCMs we apply them for the forecasting of the ITS made up by the daily minima and maxima of Nasdaq-100 stock index. Experimental evaluation proved high efficiency of the proposed approach.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Result continuities
Project
<a href="/en/project/GA16-19590S" target="_blank" >GA16-19590S: Topic and sentiment analysis of multiple textual sources for corporate financial decision-making</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
2018 IEEE International Conference on Evolving and Adaptive Intelligent Systems, EAIS 2018
ISBN
978-1-5386-1376-4
ISSN
2330-4863
e-ISSN
—
Number of pages
7
Pages from-to
1-7
Publisher name
IEEE (Institute of Electrical and Electronics Engineers)
Place of publication
New York
Event location
Rhodos
Event date
May 25, 2018
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
000467078900001