LAUSR.org creates dashboard-style pages of related content for over 1.5 million academic articles. Sign Up to like articles & get recommendations!

A Novel Ensemble Neuro-Fuzzy Model for Financial Time Series Forecasting

Photo by thinkmagically from unsplash

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.

Keywords: fuzzy model; ensemble neuro; novel ensemble; neuro fuzzy; fuzzy

Journal Title: Data
Year Published: 2019

Link to full text (if available)


Share on Social Media:                               Sign Up to like & get
recommendations!

Related content

More Information              News              Social Media              Video              Recommended



                Click one of the above tabs to view related content.