tailieunhanh - An expdriment result based on adaptive neuro fuzzy inference system for stock price predict on

The acquisition of high-frequency data in real times has developed new fields like neuro-fuzzy systems for forcasting problems, renewing also the interest in the forcasting of financial and stock market indexes. In this paper, we present an experiment result based on Adaptive Neuro-Fuzzy Inference System with a new computing procedure for stock price prediction. | Journal of Computer Science and Cybernetics, , (2011), 51–60 AN EXPDRIMENT RESULT BASED ON ADAPTIVE NEURO-FUZZY INFERENCE SYSTEM FOR STOCK PRICE PREDICT ON BUI CONG CUONG1 , PHAM VAN CHIEN2 1 Institute of 2 Mathematics Hanoi University of Science and Technology ’ ’ ´ ´ . ´ ` T´m t˘t. Trong nh˜.ng n˘m cuˆi thi t`i ch´ thˆ gi´.i d˜ thay dˆ i nh`. su. ph´t triˆn nhiˆu o a u a o ` a ınh e o a o o . a e e ’ ` ´ng tiˆn tiˆn. Nh˘ m khai th´c d˜. liˆu th`.i gian d˜ ph´t triˆn nh˜.ng l˜ m´.i nhu. ´ hˆ thˆ e o e e a a u e a a e u o ınh . o . . . ´ ´ ’ o c´c hˆ m`. d`nh cho b`i to´n du. b´o v` nhu. vˆy l`m sˆ ng lai quan tˆm t´.i du. b´o c´c chı sˆ a e o a a a a a a a o a o . a a . . . . ˜ ’ t`i ch´ v` ch´.ng kho´n. B`i b´o n`y gi´.i thiˆu mˆt thu. nghiˆm d` ng hˆ suy diˆn m`. - v´.i a ınh a u a a a a o e o e u e e o o . . . . ’ mˆt quy tr` t´ to´n m´.i dˆ du. b´o gi´ ch´.ng kho´n. o ınh ınh a o e . a a u a . Abstract. In the last years, the financial markets around the world have been modified by the rapid development of advance systems. The acquisition of high-frequency data in real times has developed new fields like neuro-fuzzy systems for forcasting problems, renewing also the interest in the forcasting of financial and stock market indexes. In this paper, we present an experiment result based on Adaptive Neuro-Fuzzy Inference System with a new computing procedure for stock price prediction. 1. INTRODUCTION Artifical neural networks (ANN) have been successfully applied to a number of scientific and engineering fields in recent years, . function approximation, system identification and control, image processing, time series prediction and so on [1-3, 6]. Time-series forcasting is an impotant research and application area. Much effort has been devoted over the past several decades to develop and improve the time-series forecasting models. Well established time series models include : (1) linear models, ., moving .