Multilayer Stock Forecasting Model Using Fuzzy Time Series
Joint Authors
Javedani Sadaei, Hossein
Lee, Muhammad Hisyam
Source
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-01-29
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Medicine
Information Technology and Computer Science
Abstract EN
After reviewing the vast body of literature on using FTS in stock market forecasting, certain deficiencies are distinguished in the hybridization of findings.
In addition, the lack of constructive systematic framework, which can be helpful to indicate direction of growth in entire FTS forecasting systems, is outstanding.
In this study, we propose a multilayer model for stock market forecasting including five logical significant layers.
Every single layer has its detailed concern to assist forecast development by reconciling certain problems exclusively.
To verify the model, a set of huge data containing Taiwan Stock Index (TAIEX), National Association of Securities Dealers Automated Quotations (NASDAQ), Dow Jones Industrial Average (DJI), and S&P 500 have been chosen as experimental datasets.
The results indicate that the proposed methodology has the potential to be accepted as a framework for model development in stock market forecasts using FTS.
American Psychological Association (APA)
Javedani Sadaei, Hossein& Lee, Muhammad Hisyam. 2014. Multilayer Stock Forecasting Model Using Fuzzy Time Series. The Scientific World Journal،Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-1050325
Modern Language Association (MLA)
Javedani Sadaei, Hossein& Lee, Muhammad Hisyam. Multilayer Stock Forecasting Model Using Fuzzy Time Series. The Scientific World Journal No. 2014 (2014), pp.1-10.
https://search.emarefa.net/detail/BIM-1050325
American Medical Association (AMA)
Javedani Sadaei, Hossein& Lee, Muhammad Hisyam. Multilayer Stock Forecasting Model Using Fuzzy Time Series. The Scientific World Journal. 2014. Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-1050325
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1050325