پیش بینی مالی با استفاده از شبکه ANFIS با بهینه سازی ازدحام ذرات رفتار کوانتومی
|کد مقاله||سال انتشار||مقاله انگلیسی||ترجمه فارسی||تعداد کلمات|
|40481||2014||16 صفحه PDF||سفارش دهید||محاسبه نشده|
Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)
Journal : Expert Systems with Applications, Volume 41, Issue 14, 15 October 2014, Pages 6235–6250
To be successful in financial market trading it is necessary to correctly predict future market trends. Most professional traders use technical analysis to forecast future market prices. In this paper, we present a new hybrid intelligent method to forecast financial time series, especially for the Foreign Exchange Market (FX). To emulate the way real traders make predictions, this method uses both historical market data and chart patterns to forecast market trends. First, wavelet full decomposition of time series analysis was used as an Adaptive Network-based Fuzzy Inference System (ANFIS) input data for forecasting future market prices. Also, Quantum-behaved Particle Swarm Optimization (QPSO) for tuning the ANFIS membership functions has been used. The second part of this paper proposes a novel hybrid Dynamic Time Warping (DTW)-Wavelet Transform (WT) method for automatic pattern extraction. The results indicate that the presented hybrid method is a very useful and effective one for financial price forecasting and financial pattern extraction.