2015
DOI: 10.1007/s00500-015-1752-z
|View full text |Cite
|
Sign up to set email alerts
|

An innovative recurrent error-based neuro-fuzzy system with momentum for stock price prediction

Abstract: Neuro-fuzzy system is now one of the most widely used tools in the field of artificial intelligence systems. This study proposes a novel approach for time series stock market price prediction using a recurrent error-based neuro-fuzzy system with momentum (RENFSM). The basic idea of this approach is to use time series price momentum and time series prediction error adjusted to the well-known adaptive neuro-fuzzy inference system, ANFIS. Extended from ANFIS, the aim of this study is to propose a reliable predict… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
4
1

Citation Types

0
18
0
2

Year Published

2015
2015
2024
2024

Publication Types

Select...
9
1

Relationship

0
10

Authors

Journals

citations
Cited by 23 publications
(20 citation statements)
references
References 25 publications
(22 reference statements)
0
18
0
2
Order By: Relevance
“…e ACO (ant colony optimization) algorithm simulates the algorithm where ants start from the ant nest and distribute pheromone all the way to find food. Ants use their perception of pheromone concentration to find the shortest path to food [8]. When encountering obstacles, the ants quickly find a new path to the food through mutual cooperation.…”
Section: Research Methods Of Feature Selection Algorithmmentioning
confidence: 99%
“…e ACO (ant colony optimization) algorithm simulates the algorithm where ants start from the ant nest and distribute pheromone all the way to find food. Ants use their perception of pheromone concentration to find the shortest path to food [8]. When encountering obstacles, the ants quickly find a new path to the food through mutual cooperation.…”
Section: Research Methods Of Feature Selection Algorithmmentioning
confidence: 99%
“…However, neural networks tend to fall into a local minimum in the time series prediction problem. In response to this defect, BPNN and Adaptive Differential Evolution Algorithm (ADE) are combined to present a hybrid model [15][16][17][18][19], namely ADE-BPNN to improve the goodness of fit of sample data for time series analysis. And using two real data sets, the operability and good performance of the proposed hybrid method are confirmed, and the proposed ADE-BPNN method can significantly increase the good fitting performance compared with separate models such as BPNN or ARIMA.…”
Section: Introductionmentioning
confidence: 99%
“…In time-series prediction applications, neural networks (NNs) usually employed prediction error as an additional input of the networks. This has been proven to yield superior performance compared with that without error feedback (Connor et al, 1994;Mahmud and Meesad, 2016;Waheeb et al, 2016). The error feedback determined the difference between the network output and the target value.…”
Section: Introductionmentioning
confidence: 99%