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BibTex Citation Data :
@article{JOIV20, author = {Thanh Tung Khuat and My Le}, title = {An Application of Artificial Neural Networks and Fuzzy Logic on the Stock Price Prediction Problem}, journal = {JOIV : International Journal on Informatics Visualization}, volume = {1}, number = {2}, year = {2017}, keywords = {Fuzzy Logic; Fireworks algorithm; Back-propagation algorithm; stock price forecasting; Multilayer Perceptron Neural Network; Wavelet transform.}, abstract = {The financial industry has been becoming more and more dependent on advanced computing technologies in order to maintain competitiveness in a global economy. Hence, the stock price prediction problem using data mining techniques is one of the most important issues in finance. This field has attracted great scientific interest and has become a crucial research area to provide a more precise prediction process. Fuzzy logic (FL) and Artificial Neural Network (ANN) present an exciting and promising technique with a wide scope for the applications of prediction. There is a growing interest in both fields of fuzzy logic computing and the financial world in the use of fuzzy logic to predict future changes in prices of stocks, exchange rates, commodities, and other financial time series. Fuzzy logic provides a way to draw definite conclusions from vague, ambiguous or imprecise information. Artificial Neural Network is one of data mining techniques being widely accepted in the business area due to its ability to learn and detect relationships among nonlinear variables. The ANN outperforms statistical regression models and also allows deeper analysis of large data sets, especially those that have the tendency to fluctuate within a short of time period. In this paper, we investigate the ability of Fuzzy logic and multilayer perceptron (MLP), which is a kind of the ANN, to tackle the financial time series stock forecasting problem. The proposed approaches were tested on the historical price data collected from Yahoo Finance with different companies. Furthermore, the comparison between those techniques is performed to examine their effectiveness.}, issn = {2549-9904}, pages = {40--49}, doi = {10.30630/joiv.1.2.20}, url = {https://joiv.org/index.php/joiv/article/view/20} }
Refworks Citation Data :
@article{{JOIV}{20}, author = {Tung Khuat, T., Le, M.}, title = {An Application of Artificial Neural Networks and Fuzzy Logic on the Stock Price Prediction Problem}, journal = {JOIV : International Journal on Informatics Visualization}, volume = {1}, number = {2}, year = {2017}, doi = {10.30630/joiv.1.2.20}, url = {} }Refbacks
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JOIV : International Journal on Informatics Visualization
ISSN 2549-9610 (print) | 2549-9904 (online)
Organized by Department of Information Technology - Politeknik Negeri Padang, and Institute of Visual Informatics - UKM and Soft Computing and Data Mining Centre - UTHM
W : http://joiv.org
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