Forecasting of Time-Series for Financial Markets
Forecasting of Time-Series for Financial Markets
Author(s): Reinhard MagenreuterSubject(s): Social Sciences, Economy, Education, Library and Information Science, Education and training, School education, Higher Education , History of Education, Financial Markets
Published by: Национално издателство за образование и наука „Аз-буки“
Keywords: market; chaos; synergetics; forecasting
Summary/Abstract: One of the four backbones to analyze time-series in general and forecast time-series for financial markets, particularly, is the Chaos-Theory. The four backbones are: Chaos-theory, Fuzzy logic, Neural networks and Genetic algorithms. Although each method itself is a powerful analytic tool, the present paper suggests to combine them to a hybrid analytic and analysis tool, where all methods interact and result in promising outcomes.
Journal: Математика и информатика
- Issue Year: 59/2016
- Issue No: 5
- Page Range: 516-525
- Page Count: 10
- Language: Bulgarian
- Content File-PDF