Developing a model of management of financial instruments in the market with the use of fuzzy approximation method
Journal: Neuro-Fuzzy Modeling Techniques in Economics (Vol.1, No. 1)Publication Date: 2012-09-25
Authors : K. F. Kovalchuk; O. K. Nikitenko;
Page : 161-170
Keywords : model; financial instrument; fuzzy approximation; typical trend; pattern; machine learning; membership function;
Abstract
In this article the previously developed economic and mathematical models of financial time series prediction are analyzed. It’s developed the model of financial instruments trading with usage of fuzzy approximation method for machine learning and separating of typical trends on the analyzed chart. The results of experiments for EUR/USD trading demonstrated the high efficiency of constructed model.
Other Latest Articles
- Fuzzy models for assessing the quality of social system
- Estimation of influence of environmental factors on the operating activities of the enterprise based on neural networks
- Artificial intelligence in the management decision-making system
- Complex of economic and mathematical models of evaluation of investment attractiveness of the business entities
- The system of evaluation of level of enterprise strategic potential and making decisions for its improving
Last modified: 2015-04-15 00:34:06