Forecasting of Economic Quantities using Fuzzy Autoregressive Model and Fuzzy Neural Network

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F12%3A86087703" target="_blank" >RIV/61989100:27510/12:86087703 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Forecasting of Economic Quantities using Fuzzy Autoregressive Model and Fuzzy Neural Network
Original language description
Most models for the time series of stock prices have centered on autoregressive (AR) processes. Traditionally, fundamental Box-Jenkins analysis have been the mainstream methodology used to develop time series models. We briefly describe developing a classical AR model for stock price forecasting. Then a fuzzy regression model is introduced. Following this description, an artificial fuzzy neural network based on B-spline member ship function is presented as an alternative to the stock prediction method based on AR models. Finally, we present our preliminary results and some further experiments that we performed.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Řízení a modelování finančních rizik : sborník příspěvků z 6. mezinárodní vědecké konference : 10.-11. září 2012, Ostrava, Česká republika
ISBN
978-80-248-2835-0
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
396-401
Publisher name
VŠB - Technická univerzita Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Sep 10, 2012
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
000317528600043

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