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Forecasting Ibovespa Index With Fuzzy Logic
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Book Synopsis Forecasting Ibovespa Index with Fuzzy Logic by : Cesar Duarte Souto-Maior
Download or read book Forecasting Ibovespa Index with Fuzzy Logic written by Cesar Duarte Souto-Maior and published by . This book was released on 2006 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Much research has been done aiming the forecasting of stock market index values. However, very few researches focus on the predictability of the direction of stock market movements. This paper fills this gap through the estimation of a model, using fuzzy logic to forecast the direction of the movements of the São Paulo Stock Exchange index (IBOVESPA). To establish the rules of the model it was used an estimation period based on 1,000 daily data sets, corresponding to the period of January 8, 1997 to January 22, 2001. The test period was from January 23, 2001 to February 2, 2005. A software called FuzzyTECH® was used. Despite the estimated model produces an inexact answer, with a probabilistic output, it was possible to implement an investment strategy, using the IBOVESPA index as a proxy for an investment fund, which outperformed a buy-and-hold strategy.
Book Synopsis Stock Market Forecasting Using Fuzzy Logic by :
Download or read book Stock Market Forecasting Using Fuzzy Logic written by and published by . This book was released on 2016 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting is a very tedious task and many factors should be taken into consideration for proper predictions. The chaotic nature and randomness of stock market index values, makes forecasting stock market values a very challenging task. Financial forecasting can be done in many areas such as currencies, commodities, bonds and stocks. This project is restricted to stocks; and in particular the SENSEX, National Stock Exchange of India. Prediction of the stock market can be of interest to investors, traders and researchers. To take appropriate buy and sell decision for a stock knowing the momentum of the stock market can be of great help. Forecasting becomes difficult considering highly unpredictable attributes such as historical prices, company orders, company earnings, company revenue, etc. The proposed fuzzy model identifies the momentum of the stock index for next 5 days by considering the 14-day historic data as the base. The fuzzy model is applied to the close and open values and a system is designed which takes input as 14-day data and outputs the future moment as Up(bearish), Neural and Down(Bullish). The results found closely match with the expected real-world values when compared with already known data.
Book Synopsis Soft Computing and Signal Processing by : V. Sivakumar Reddy
Download or read book Soft Computing and Signal Processing written by V. Sivakumar Reddy and published by Springer Nature. This book was released on 2020-03-13 with total page 753 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents selected research papers on current developments in the fields of soft computing and signal processing from the Second International Conference on Soft Computing and Signal Processing (ICSCSP 2019). The respective contributions address topics such as soft sets, rough sets, fuzzy logic, neural networks, genetic algorithms and machine learning, and discuss various aspects of these topics, e.g. technological considerations, product implementation, and application issues.
Author :Kaveh Sheibani Publisher :Tadbir Institute for Operational Research, Systems Design, and Financial Services ISBN 13 :9640420204 Total Pages :346 pages Book Rating :4.6/5 (44 download)
Book Synopsis Lecture Notes in Management Science by : Kaveh Sheibani
Download or read book Lecture Notes in Management Science written by Kaveh Sheibani and published by Tadbir Institute for Operational Research, Systems Design, and Financial Services. This book was released on 2008-09-15 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: These proceedings gather contributions presented at the 1st International Conference on Applied Operational Research (ICAOR 2008) in Yerevan, Armenia, September 15-17, 2008, published in the series Lecture Notes in Management Science (LNMS). The conference covers all aspects of Operational Research and Management Science (OR/MS) with a particular emphasis on applications.
Book Synopsis Proceedings of Third International Conference on Intelligent Computing, Information and Control Systems by : A. Pasumpon Pandian
Download or read book Proceedings of Third International Conference on Intelligent Computing, Information and Control Systems written by A. Pasumpon Pandian and published by Springer Nature. This book was released on 2022-03-14 with total page 1051 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of papers presented at the International Conference on Intelligent Computing, Information and Control Systems (ICICCS 2021). It encompasses various research works that help to develop and advance the next-generation intelligent computing and control systems. The book integrates the computational intelligence and intelligent control systems to provide a powerful methodology for a wide range of data analytics issues in industries and societal applications. The book also presents the new algorithms and methodologies for promoting advances in common intelligent computing and control methodologies including evolutionary computation, artificial life, virtual infrastructures, fuzzy logic, artificial immune systems, neural networks and various neuro-hybrid methodologies. This book is pragmatic for researchers, academicians and students dealing with mathematically intransigent problems.
Book Synopsis Fuzzy Information Processing by : Guilherme A. Barreto
Download or read book Fuzzy Information Processing written by Guilherme A. Barreto and published by Springer. This book was released on 2018-07-03 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed proceedings of the 37th IFSA Conference, NAFIPS 2018, held in Fortaleza, Brazil, in July 2018. The 55 full papers presented were carefully reviewed and selected from 73 submissions. The papers deal with a large spectrum of topics, including theory and applications of fuzzy numbers and sets, fuzzy logic, fuzzy inference systems, fuzzy clustering, fuzzy pattern classification, neuro-fuzzy systems, fuzzy control systems, fuzzy modeling, fuzzy mathematical morphology, fuzzy dynamical systems, time series forecasting, and making decision under uncertainty.
Book Synopsis Applying Fuzzy Logic to Stock Price Prediction by : Ali Ghodsi Boushehri
Download or read book Applying Fuzzy Logic to Stock Price Prediction written by Ali Ghodsi Boushehri and published by . This book was released on 2000 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: The major concern of this study is to develop a system that can predict future prices in the stock markets by taking samples of past prices. Stock markets are complex. Their dramatic movements, and unexpected booms and crashes, dull all traditional tools. This study attempts to resolve such complexity using the subtractive clustering based fuzzy system identification method, the Sugeno type reasoning mechanism, and candlestick chart analysis. Candlestick chart analysis shows that if a certain pattern of prices occurs in the market, then the stock price will increase or decrease. Inspired by the key information that candlestick analysis uses, this study assumes that everything impacting a market, from economic factors to politics, is distilled into market price. The model presented in this study elicits, from historical data price, some of the rules which govern the market, and shows that rules which are drawn from a particular stock are to some extent independent of that stock, and can be generalized and applied to other stocks regardless of specific time or industrial field. The experimental results of this study in the duration of 3 months reveals that the model can correctly predict the direction of the market with an average hit ratio of 87%. In addition to daily prediction, this model is also capable of predicting the open, high, low, and close prices of desired stock, weekly and monthly.
Book Synopsis Pattern Recognition with Fuzzy Objective Function Algorithms by : James C. Bezdek
Download or read book Pattern Recognition with Fuzzy Objective Function Algorithms written by James C. Bezdek and published by Springer Science & Business Media. This book was released on 2013-03-13 with total page 267 pages. Available in PDF, EPUB and Kindle. Book excerpt: The fuzzy set was conceived as a result of an attempt to come to grips with the problem of pattern recognition in the context of imprecisely defined categories. In such cases, the belonging of an object to a class is a matter of degree, as is the question of whether or not a group of objects form a cluster. A pioneering application of the theory of fuzzy sets to cluster analysis was made in 1969 by Ruspini. It was not until 1973, however, when the appearance of the work by Dunn and Bezdek on the Fuzzy ISODATA (or fuzzy c-means) algorithms became a landmark in the theory of cluster analysis, that the relevance of the theory of fuzzy sets to cluster analysis and pattern recognition became clearly established. Since then, the theory of fuzzy clustering has developed rapidly and fruitfully, with the author of the present monograph contributing a major share of what we know today. In their seminal work, Bezdek and Dunn have introduced the basic idea of determining the fuzzy clusters by minimizing an appropriately defined functional, and have derived iterative algorithms for computing the membership functions for the clusters in question. The important issue of convergence of such algorithms has become much better understood as a result of recent work which is described in the monograph.
Book Synopsis Predictive Maintenance in Dynamic Systems by : Edwin Lughofer
Download or read book Predictive Maintenance in Dynamic Systems written by Edwin Lughofer and published by Springer. This book was released on 2019-02-28 with total page 567 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a complete picture of several decision support tools for predictive maintenance. These include embedding early anomaly/fault detection, diagnosis and reasoning, remaining useful life prediction (fault prognostics), quality prediction and self-reaction, as well as optimization, control and self-healing techniques. It shows recent applications of these techniques within various types of industrial (production/utilities/equipment/plants/smart devices, etc.) systems addressing several challenges in Industry 4.0 and different tasks dealing with Big Data Streams, Internet of Things, specific infrastructures and tools, high system dynamics and non-stationary environments . Applications discussed include production and manufacturing systems, renewable energy production and management, maritime systems, power plants and turbines, conditioning systems, compressor valves, induction motors, flight simulators, railway infrastructures, mobile robots, cyber security and Internet of Things. The contributors go beyond state of the art by placing a specific focus on dynamic systems, where it is of utmost importance to update system and maintenance models on the fly to maintain their predictive power.
Book Synopsis Genetic Algorithms and Genetic Programming in Computational Finance by : Shu-Heng Chen
Download or read book Genetic Algorithms and Genetic Programming in Computational Finance written by Shu-Heng Chen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: After a decade of development, genetic algorithms and genetic programming have become a widely accepted toolkit for computational finance. Genetic Algorithms and Genetic Programming in Computational Finance is a pioneering volume devoted entirely to a systematic and comprehensive review of this subject. Chapters cover various areas of computational finance, including financial forecasting, trading strategies development, cash flow management, option pricing, portfolio management, volatility modeling, arbitraging, and agent-based simulations of artificial stock markets. Two tutorial chapters are also included to help readers quickly grasp the essence of these tools. Finally, a menu-driven software program, Simple GP, accompanies the volume, which will enable readers without a strong programming background to gain hands-on experience in dealing with much of the technical material introduced in this work.
Book Synopsis How can I get started Investing in the Stock Market by : Lokesh Badolia
Download or read book How can I get started Investing in the Stock Market written by Lokesh Badolia and published by Educreation Publishing. This book was released on 2016-10-27 with total page 63 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is well-researched by the author, in which he has shared the experience and knowledge of some very much experienced and renowned entities from stock market. We want that everybody should have the knowledge regarding the different aspects of stock market, which would encourage people to invest and earn without any fear. This book is just a step forward toward the knowledge of market.
Book Synopsis Forecasting Principles and Applications by : Stephen A. DeLurgio
Download or read book Forecasting Principles and Applications written by Stephen A. DeLurgio and published by . This book was released on 1998 with total page 802 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Intermarket Trading Strategies by : Markos Katsanos
Download or read book Intermarket Trading Strategies written by Markos Katsanos and published by John Wiley & Sons. This book was released on 2010-03-11 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book shows traders how to use Intermarket Analysis to forecast future equity, index and commodity price movements. It introduces custom indicators and Intermarket based systems using basic mathematical and statistical principles to help traders develop and design Intermarket trading systems appropriate for long term, intermediate, short term and day trading. The metastock code for all systems is included and the testing method is described thoroughly. All systems are back tested using at least 200 bars of historical data and compared using various profitability and drawdown metrics.
Book Synopsis Fuzzy Information Processing by : Guilherme A. Barreto
Download or read book Fuzzy Information Processing written by Guilherme A. Barreto and published by Springer. This book was released on 2018-07-04 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed proceedings of the 37th IFSA Conference, NAFIPS 2018, held in Fortaleza, Brazil, in July 2018. The 55 full papers presented were carefully reviewed and selected from 73 submissions. The papers deal with a large spectrum of topics, including theory and applications of fuzzy numbers and sets, fuzzy logic, fuzzy inference systems, fuzzy clustering, fuzzy pattern classification, neuro-fuzzy systems, fuzzy control systems, fuzzy modeling, fuzzy mathematical morphology, fuzzy dynamical systems, time series forecasting, and making decision under uncertainty.
Book Synopsis Artificial Neural Networks by : Ivan Nunes da Silva
Download or read book Artificial Neural Networks written by Ivan Nunes da Silva and published by Springer. This book was released on 2016-08-24 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides comprehensive coverage of neural networks, their evolution, their structure, the problems they can solve, and their applications. The first half of the book looks at theoretical investigations on artificial neural networks and addresses the key architectures that are capable of implementation in various application scenarios. The second half is designed specifically for the production of solutions using artificial neural networks to solve practical problems arising from different areas of knowledge. It also describes the various implementation details that were taken into account to achieve the reported results. These aspects contribute to the maturation and improvement of experimental techniques to specify the neural network architecture that is most appropriate for a particular application scope. The book is appropriate for students in graduate and upper undergraduate courses in addition to researchers and professionals.
Book Synopsis Metaheuristics in Machine Learning: Theory and Applications by : Diego Oliva
Download or read book Metaheuristics in Machine Learning: Theory and Applications written by Diego Oliva and published by Springer Nature. This book was released on with total page 765 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a collection of the most recent approaches that combine metaheuristics and machine learning. Some of the methods considered in this book are evolutionary, swarm, machine learning, and deep learning. The chapters were classified based on the content; then, the sections are thematic. Different applications and implementations are included; in this sense, the book provides theory and practical content with novel machine learning and metaheuristic algorithms. The chapters were compiled using a scientific perspective. Accordingly, the book is primarily intended for undergraduate and postgraduate students of Science, Engineering, and Computational Mathematics and is useful in courses on Artificial Intelligence, Advanced Machine Learning, among others. Likewise, the book is useful for research from the evolutionary computation, artificial intelligence, and image processing communities.
Book Synopsis Intermittent Demand Forecasting by : John E. Boylan
Download or read book Intermittent Demand Forecasting written by John E. Boylan and published by John Wiley & Sons. This book was released on 2021-06-02 with total page 403 pages. Available in PDF, EPUB and Kindle. Book excerpt: INTERMITTENT DEMAND FORECASTING The first text to focus on the methods and approaches of intermittent, rather than fast, demand forecasting Intermittent Demand Forecasting is for anyone who is interested in improving forecasts of intermittent demand products, and enhancing the management of inventories. Whether you are a practitioner, at the sharp end of demand planning, a software designer, a student, an academic teaching operational research or operations management courses, or a researcher in this field, we hope that the book will inspire you to rethink demand forecasting. If you do so, then you can contribute towards significant economic and environmental benefits. No prior knowledge of intermittent demand forecasting or inventory management is assumed in this book. The key formulae are accompanied by worked examples to show how they can be implemented in practice. For those wishing to understand the theory in more depth, technical notes are provided at the end of each chapter, as well as an extensive and up-to-date collection of references for further study. Software developments are reviewed, to give an appreciation of the current state of the art in commercial and open source software. “Intermittent demand forecasting may seem like a specialized area but actually is at the center of sustainability efforts to consume less and to waste less. Boylan and Syntetos have done a superb job in showing how improvements in inventory management are pivotal in achieving this. Their book covers both the theory and practice of intermittent demand forecasting and my prediction is that it will fast become the bible of the field.” —Spyros Makridakis, Professor, University of Nicosia, and Director, Institute for the Future and the Makridakis Open Forecasting Center (MOFC). “We have been able to support our clients by adopting many of the ideas discussed in this excellent book, and implementing them in our software. I am sure that these ideas will be equally helpful for other supply chain software vendors and for companies wanting to update and upgrade their capabilities in forecasting and inventory management.” —Suresh Acharya, VP, Research and Development, Blue Yonder. “As product variants proliferate and the pace of business quickens, more and more items have intermittent demand. Boylan and Syntetos have long been leaders in extending forecasting and inventory methods to accommodate this new reality. Their book gathers and clarifies decades of research in this area, and explains how practitioners can exploit this knowledge to make their operations more efficient and effective.” —Thomas R. Willemain, Professor Emeritus, Rensselaer Polytechnic Institute.
