{"title":"基于递归误差的神经模糊动量系统的时间序列股价预测","authors":"M.S. Mahmud, P. Meesad","doi":"10.1109/IEECON.2014.6925866","DOIUrl":null,"url":null,"abstract":"Stock market analysis is very important not only for making profit or averting big losses, but also to recognize the direction of the market. The direction point of the market has significant effects on capital investment, other business cycle issues and socio-economical level of the country. This study proposes a new approach for stock market price prediction using recurrent error based neuro-fuzzy system with momentum (RENFSM). The experiment found that the proposed model can provide superior performance for stock market price prediction than ANFIS and traditional recurrent type ANFIS networks.","PeriodicalId":306512,"journal":{"name":"2014 International Electrical Engineering Congress (iEECON)","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2014-03-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":"{\"title\":\"Time series stock price prediction using recurrent error based neuro-fuzzy system with momentum\",\"authors\":\"M.S. Mahmud, P. Meesad\",\"doi\":\"10.1109/IEECON.2014.6925866\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Stock market analysis is very important not only for making profit or averting big losses, but also to recognize the direction of the market. The direction point of the market has significant effects on capital investment, other business cycle issues and socio-economical level of the country. This study proposes a new approach for stock market price prediction using recurrent error based neuro-fuzzy system with momentum (RENFSM). The experiment found that the proposed model can provide superior performance for stock market price prediction than ANFIS and traditional recurrent type ANFIS networks.\",\"PeriodicalId\":306512,\"journal\":{\"name\":\"2014 International Electrical Engineering Congress (iEECON)\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2014-03-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"6\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2014 International Electrical Engineering Congress (iEECON)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/IEECON.2014.6925866\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2014 International Electrical Engineering Congress (iEECON)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/IEECON.2014.6925866","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Time series stock price prediction using recurrent error based neuro-fuzzy system with momentum
Stock market analysis is very important not only for making profit or averting big losses, but also to recognize the direction of the market. The direction point of the market has significant effects on capital investment, other business cycle issues and socio-economical level of the country. This study proposes a new approach for stock market price prediction using recurrent error based neuro-fuzzy system with momentum (RENFSM). The experiment found that the proposed model can provide superior performance for stock market price prediction than ANFIS and traditional recurrent type ANFIS networks.