An interpretable intuitionistic fuzzy inference model for stock prediction

作者:

Highlights:

• An interpretable fuzzy inference model for stock prediction is proposed.

• The proposed model is orthogonal to most of the existing training algorithm.

• The contribution of features can be automatically calculated by the model.

• The model can render interpretable information for stock prediction result.

• The model achieves both high prediction performance and interpretability.

摘要

•An interpretable fuzzy inference model for stock prediction is proposed.•The proposed model is orthogonal to most of the existing training algorithm.•The contribution of features can be automatically calculated by the model.•The model can render interpretable information for stock prediction result.•The model achieves both high prediction performance and interpretability.

论文关键词:Fuzzy neural network,Interpretable network,Intuitionistic fuzzy set,Neuro fuzzy system,Stock market prediction

论文评审过程:Received 31 January 2022, Revised 23 September 2022, Accepted 23 September 2022, Available online 30 September 2022, Version of Record 7 October 2022.

论文官网地址:https://doi.org/10.1016/j.eswa.2022.118908