Detail publikace

Financial Time Series Prediction by Means of Fuzzy Logic

ŽÁK, L.

Český název

Financial Time Series Prediction by Means of Fuzzy Logic

Anglický název

Financial Time Series Prediction by Means of Fuzzy Logic

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

cs

Originální abstrakt

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.

Český abstrakt

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.

Anglický abstrakt

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.

Klíčová slova anglicky

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

Rok RIV

2004

Vydáno

16.06.2004

Nakladatel

VUT FSI

Místo

Brno

ISBN

80-214-2676-4

Kniha

Mendel 2004, 10th International Conference on Soft Computing

Strany od–do

204–210

Počet stran

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"
}