Neuro-fuzzy models have a proven record of successful application in finance. Forecasting future values is a crucial element of successful decision making in trading. In this paper, a novel ensemble… Click to show full abstract
Neuro-fuzzy models have a proven record of successful application in finance. Forecasting future values is a crucial element of successful decision making in trading. In this paper, a novel ensemble neuro-fuzzy model is proposed to overcome limitations and improve the previously successfully applied a five-layer multidimensional Gaussian neuro-fuzzy model and its learning. The proposed solution allows skipping the error-prone hyperparameters selection process and shows better accuracy results in real life financial data.
               
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