A TSK type fuzzy rule based system for stock price prediction

By Pei-Chann Chang, Chen-Hao Liu. 2008

328 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Management Science and Operations Research

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Citations in the corpus

Adapted Neuro-Fuzzy Inference System on indirect approach TSK fuzzy rule base for stock market analysis (2010, methodology): “The comparisons of different models such as BPN (Back Propagation Neural networks), multiple regression, (respectively, MATLAB and SPSS is used for implementation) the TSK fuzzy rule model proposed by Chang and Liu (2008) and our proposed model are listed in Table 7.”
Integration of genetic fuzzy systems and artificial neural networks for stock price forecasting (2010, methodology): “Among them, in recent years some researcher have used SRA for input variable selection in the field of stock market forecasting and they have obtained very promising results [7,17].”
Combining multiple feature selection methods for stock prediction: Union, intersection, and multi-intersection approaches (2010, background): “Li and Kuo (2008) [34] Taiwan Weighted Stock Index SOM+BPNN Technical indexes Discrete wavelet transform (DWT) Chang and Liu (2008) [5] TSE index and MediaTek A TSK type fuzzy rule based system 8 Technical indexes Step-wise regression Yu et al.”
Expert Systems With Applications (positive): “It is common practice for various researchers (Chang & Liu, 2008; de Oliveira, Nobre, & Z α rate, 2013; Lam, 2001; Patel, Shah, Thakkar, & Kotecha, 2015; Pereira & Tettamanzi, 2008; Pokropinska & Scherer, 2008; Wu, Yu, & Chang, 2014; Zhai, Hsu, & Halgamuge, 2007) to use many indicators, and combine…”
A multiple-kernel support vector regression approach for stock market price forecasting (2011, neutral): “Obviously, MKSVR works better than the best FNN and SKSVR for each dataset, and we don't need to do trail-and-error with MKSVR. Fig.”
An Adaptive Network-Based Fuzzy Inference System (ANFIS) for the prediction of stock market return: The case of the Istanbul Stock Exchange (2010, background): “Chang and Liu (2008) develop a Takagi–Sugeno–Kang-type fuzzy rule-based system for forecasting Taiwan Stock Exchange price deviation.”
Support vector regression with chaos-based firefly algorithm for stock market price forecasting (2013, background): “…of Software, Faculty of Engineering and Information Technology, University of Technology Sydney, Ultimo, NSW, Australia c Islamic Azad University, Tafresh Branch, Young Researchers Club, Tafresh, Iran d School of Information Systems, Curtin University, Perth, WA, Australia a r t i c l e i n f o”
Application of type-2 neuro-fuzzy modeling in stock price prediction (2012, methodology): “All ri oi:10.1016/j.asoc.2011.11.028 are used as heuristic variables to help predict the fall or down of the TAIEX price in a heuristic way.”