{"title":"Foreign exchange rate prediction by fuzzy inferencing on deterministic chaos","authors":"S. Ghoshray","doi":"10.1109/CIFER.1996.501830","DOIUrl":null,"url":null,"abstract":"Predicting foreign exchange rates and stock market have been a well researched topic in the field of financial engineering. However, most methods suffer from serious drawback due to inherent uncertainty and the data acquisition problems. In this research, we have analyzed the very nature of the time series data from a pure dynamical system point of view and explored the deterministic chaotic characteristic in it. A fuzzy reconstruction method based on fuzzy multiple regression analysis have been used to predict the foreign exchange rates with accuracy.","PeriodicalId":378565,"journal":{"name":"IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr)","volume":"29 7","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1996-03-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CIFER.1996.501830","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 4
Abstract
Predicting foreign exchange rates and stock market have been a well researched topic in the field of financial engineering. However, most methods suffer from serious drawback due to inherent uncertainty and the data acquisition problems. In this research, we have analyzed the very nature of the time series data from a pure dynamical system point of view and explored the deterministic chaotic characteristic in it. A fuzzy reconstruction method based on fuzzy multiple regression analysis have been used to predict the foreign exchange rates with accuracy.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
