Stock price forecasting: Autoregressive modelling and fuzzy neural network.

Título inglés	Stock price forecasting: Autoregressive modelling and fuzzy neural network.
Título español	Predicción de precios de inventario: Modelo autoregresivo y redes neuronales difusas.
Autor/es	Marcek, Dusan
Organización	Fac. Manag. Sci. Inform. Univ. Zilina, Zilina, Eslovaquia; Fac. Philos. Sci. Salesian Univ., Opava, Repúb. Checa
Revista	1134-5632
Publicación	2000, 7 (2-3): 139-148, 12 Ref.
Tipo de documento	articulo
Idioma	Inglés
Resumen inglés	Most models for the time series of stock prices have centered on autoregresive (AR) processes. Traditionaly, fundamental Box-Jenkins analysis [3] have been the mainstream methodology used to develop time series models. Next, we briefly describe the develop a classical AR model for stock price forecasting. Then a fuzzy regression model is then introduced. Following this description, an artificial fuzzy neural network based on B-spline member ship function is presented as an alternative to the stock prediction method based on AR models. Finnaly, we present our preliminary results and some further experiments that we performed.
Clasificación UNESCO	120915
Palabras clave español	Series temporales ; Redes neuronales ; Conjuntos difusos ; Predicción estadística ; Inventario ; Precios ; Autorregresión
Código Z-Math	Zbl 0990.91025
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