Financial Time Series Prediction by Means of Fuzzy Logic

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26210%2F04%3APU46152" target="_blank" >RIV/00216305:26210/04:PU46152 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
čeština
Original language name
Financial Time Series Prediction by Means of Fuzzy Logic
Original language description
This paper deals with Fuzzy Interface System (FIS) design and tuning. It discusses its use for prediction of Sporobond unit trust rate trend for subsequent five days. The accuracy of this prediction is evaluated on basis of two criteria, the average deviation and the difference between predicted and real value of latest time series member We learn high successfulness of use fuzzy logic for financial time series prediction.
Czech name
Financial Time Series Prediction by Means of Fuzzy Logic
Czech description
This paper deals with Fuzzy Interface System (FIS) design and tuning. It discusses its use for prediction of Sporobond unit trust rate trend for subsequent five days. The accuracy of this prediction is evaluated on basis of two criteria, the average deviation and the difference between predicted and real value of latest time series member We learn high successfulness of use fuzzy logic for financial time series prediction.

Publication year
2004
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Mendel 2004, 10th International Conference on Soft Computing
ISBN
80-214-2676-4
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
204-209
Publisher name
VUT FSI
Place of publication
Brno
Event location
Brno
Event date
Jun 16, 2004
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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