OWA-based ANFIS model for TAIEX forecasting

Author:

Cheng Ching-Hsue,Wei Liang-Ying,Liu Jing-Wei,Chen Tai-Liang

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference39 articles.

1. On the properties of OWA operator weights functions with constant level of orness;Ahn;IEEE Transactions on Fuzzy System,2006

2. Forecasting stock market short-term trends using a neuro-fuzzy based methodology;Atsalakis;Expert Systems with Applications,2009

3. Generalized autoregressive conditional heteroscedasticity;Bollerslev;Journal of Econometrics,1986

4. Time Series Analysis: Forecasting and Control;Box,1976

5. MCDM aggregation model by ME-OWA and ME-OWGA operators;Chang;International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems,2006

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