TAIEX Forecasting Based on Fuzzy Time Series and Technical Indices Analysis of the Stock Market

机译：基于模糊时间序列和股票技术指标分析的TAIEX预测

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This paper presents a new method for forecasting the TAIEX based on fuzzy time series and technical indices analysis of the stock market. Because the proposed method uses both fuzzy time series and technical indices analysis of the stock market to analyze the historical training data in details for forecasting the TAIEX, it can get higher forecasting accuracy rate than the existing methods. The contribution of this paper is that we present a new fuzzy time series forecasting method based on the MACD index, combined with the stochastic line indices (KD indices) to forecast the TAIEX. It gets a higher average forecasting accuracy rate than the existing method for forecasting the TAIEX.

机译：本文提出了一种基于模糊时间序列和股市技术指标分析的TAIEX预测新方法。由于该方法同时利用模糊时间序列和股市技术指标分析对历史训练数据进行了详细的分析，以预测TAIEX，因此与现有方法相比，可以获得更高的预测准确率。本文的贡献在于，我们提出了一种基于MACD指标的模糊时间序列预测新方法，并结合了随机线指标（KD指标）来预测TAIEX。与现有的TAIEX预测方法相比，它具有更高的平均预测准确率。

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来源
《Recent trends in applied artificial intelligence》|2013年|470-479|共10页
会议地点 Amsterdam(NL)
作者
Shyi-Ming Chen; Cheng-Yi Wang;
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作者单位

Department of Computer Science and Information Engineering,National Taiwan University of Science and Technology,Taipei, Taiwan;

Department of Computer Science and Information Engineering,National Taiwan University of Science and Technology,Taipei, Taiwan;

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会议组织
原文格式 PDF
正文语种 eng
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关键词
Fuzzy logical relationships; fuzzy logical relationship groups; fuzzy sets; fuzzy time series; KD indices; MACD; technical indices analysis;

机译：模糊逻辑关系；模糊逻辑关系组；模糊集模糊时间序列； KD指数； MACD;技术指标分析;

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1. TAIEX Forecasting Based on Fuzzy Time Series and Fuzzy Variation Groups [J] . Chen S.-M.Chen C.-D. Fuzzy Systems, IEEE Transactions on . 2011,第1期

机译：基于模糊时间序列和模糊变异群的TAIEX预测
2. An expanded Adaptive Neuro-Fuzzy Inference System (ANFIS) model based on AR and causality of multi-nation stock market volatility for TAIEX forecasting [J] . Liang-Ying Wei African Journal of Business Management . 2011,第15期

机译：基于AR和多国股票市场波动性的因果关系的扩展自适应神经模糊推理系统（ANFIS）模型用于TAIEX预测
3. TAIEX forecasting based on fuzzy time series, particle swarm optimization techniques and support vector machines [J] . Chen S.-M., Kao P.-Y. Information Sciences: An International Journal . 2013,第Null期

机译：基于模糊时间序列，粒子群优化技术和支持向量机的TAIEX预测
4. TAIEX Forecasting Based on Fuzzy Time Series and Technical Indices Analysis of the Stock Market [C] . Shyi-Ming Chen, Cheng-Yi Wang International Conference on Industrial Engineering and Other Applications of Applied Intelligence . 2013

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5. Combination of Time Series Analysis and Sentiment Analysis for Stock Market Forecasting [D] . Chou, Hsiao-Chuan. 2021

机译：股票市场预测时间序列分析与情感分析的组合
6. Forecasting leading industry stock prices based on a hybrid time-series forecast model [O] . Ming-Chi Tsai, Ching-Hsue Cheng, Meei-Ing Tsai, -1

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7. Forecasting Models on Fuzzy Time Series Within Stock Market [O] . San-Ping Li, Cheng-Xian Xu, Hong-Gang Xue 2009

机译：股票市场内模糊时间序列的预测模型

TAIEX Forecasting Based on Fuzzy Time Series and Technical Indices Analysis of the Stock Market

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