An adaptive network-based fuzzy inference system (ANFIS) for the forecasting: The case of close price indices

作者：

Highlights：

• Proposed forecasting close price indices model for Crobex®.

• Developed model forecasts predicts close price indices for 5 days in advance.

• Forecasting model follows historical time frame in checking phase.

• Crobex® stock market trend is presented though given model.

• Limitations and performance of model during forecasting are evaluated.

摘要

•Proposed forecasting close price indices model for Crobex®.•Developed model forecasts predicts close price indices for 5 days in advance.•Forecasting model follows historical time frame in checking phase.•Crobex® stock market trend is presented though given model.•Limitations and performance of model during forecasting are evaluated.

论文关键词：The Zagreb Stock Exchange Crobex® index close price,Adaptive neuro-fuzzy inference system (ANFIS),Fuzzy inference system (FIS),Neural networks (NNs)

论文评审过程：Available online 20 May 2013.

论文官网地址：https://doi.org/10.1016/j.eswa.2013.05.029