Sign Prediction and Volatility Dynamics With Hybrid Neurofuzzy Approaches

Abstract

Reliable forecasting techniques for financial applications are important for investors either to make profit by trading or hedge against potential market risks. In this paper the efficiency of a trading strategy based on the utilization of a neurofuzzy model is investigated, in order to predict the direction of the market in case of FTSE100 and New York… (More)
DOI: 10.1109/TNN.2011.2169497

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