Modeling and forecasting financial time series with ordered fuzzy candlesticks

Information Sciences - Tập 273 - Trang 144-155 - 2014
A. Marszałek1, T. Burczyński2
1Cracow University of Technology, Institute of Computer Science, Computational Intelligence Department, Warszawska 24, 31-155 Cracow, Poland
2Institute of Fundamental Technological Research, Polish Academy of Sciences, Pawinskiego 5B, 02-106 Warsaw, Poland

Tài liệu tham khảo

Box, 1970 Dubois, 1978, Operations on fuzzy numbers, Int. J. Syst. Sci., 9, 576, 10.1080/00207727808941724 Kao, 2003, Least-squares estimates in fuzzy regression analysis, Eur. J. Oper. Res., 148, 426, 10.1016/S0377-2217(02)00423-X W. Kosiński, K. Piechór, P. Prokopowicz, K. Tyburem, On algorithmic approach to operations on fuzzy numbers, in: T. Burczyński, W. Cholewa (Eds.), Methods of Artificial Intelligence in Mechanics and Mechanical Engineering, Gliwice: PACM, 2001, pp. 95–98. W. Kosiński, P. Prokopowicz, D. Śle¸zak, Drawback of fuzzy arithmetic – new intuitions and propositions, in: T. Burczyński, W. Cholewa, W. Moczulski (Eds.), Proc. Methods of Artificial Intelligence, Gliwice: PACM, 2002, pp. 231–237. Kosiński, 2003, On algebraic operations on fuzzy numbers, 353 Kosiński, 2003, Ordered fuzzy numbers, Bull. Polish Acad. Sci. Ser. Sci. Math., 51, 327 Kosiński, 2004, Algebra of fuzzy numbers, Matematyka Stosowana, Matematyka dla Społeczeństwa, 5, 37 Kosiński, 2006, On soft computing and modelling, Image Process. Commun., 11, 71 Kosiński, 2010, A new fuzzy approach to ordinary differential equations, Part I, 120 A. Łachwa, Fuzzy World of Sets, Numbers, Relations, Fazts, Rules and Decisions, Warsaw: EXIT, 2001 (in Polish). J. Łe¸ski, Neuro-fuzzy systems, Warsaw: WNT, 2008 (in Polish). Lo, 1988, Stock market prices do not dollow random walks: evidence from a simple specification test, Rev. Financ. Stud., 1, 10.1093/rfs/1.1.41 Marszałek, 2013, Financial fuzzy time series models based on ordered fuzzy numbers, 77 Marszałek, 2013, Modelling financial high frequency data using ordered fuzzy numbers, Part I, 345 Murphy, 1999 Nison, 1991 Tsay, 2005 Wagenknecht, 2001, Computational aspects of fuzzy arithmetic based on Archimedean t-norms, Fuzzy Sets Syst., 123/1, 49, 10.1016/S0165-0114(00)00096-8 Zadeh, 1975, The concept of a linguistic variable and its application to approximate reasoning. Part I, Inform. Sci., 8, 199, 10.1016/0020-0255(75)90036-5