Publication detail

Financial Time Series Prediction by Means of Fuzzy Logic

ŽÁK, L.

Czech title

Financial Time Series Prediction by Means of Fuzzy Logic

English title

Financial Time Series Prediction by Means of Fuzzy Logic

Type

conference paper

Language

cs

Original abstract

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 abstract

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.

English abstract

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.

Keywords in English

Time series, prediction, fuzzy logic, fuzzy interface system – FIS

RIV year

2004

Released

16.06.2004

Publisher

VUT FSI

Location

Brno

ISBN

80-214-2676-4

Book

Mendel 2004, 10th International Conference on Soft Computing

Pages from–to

204–210

Pages count

6

BIBTEX


@inproceedings{BUT13155,
  author="Libor {Žák},
  title="Financial Time Series Prediction by Means of Fuzzy Logic",
  booktitle="Mendel 2004, 10th International Conference on Soft Computing",
  year="2004",
  month="June",
  pages="204--210",
  publisher="VUT FSI",
  address="Brno",
  isbn="80-214-2676-4"
}