FORECASTING OF TIME-SERIES FOR FINANCIAL MARKETS

被引：0

作者：

Magenreuter, Reinhard ^{[1
]}

机构：

[1] Univ Finance Business & Entrepreneurship, 1 Gusla St, Sofia 1618, Bulgaria

来源：

MATHEMATICS AND INFORMATICS | 2016年 / 59卷 / 05期

关键词：

market; chaos; synergetics; forecasting;

D O I：

暂无

中图分类号：

G40 [教育学];

学科分类号：

040101 ; 120403 ;

摘要：

One of the four backbones to analyze time-series in general and forecast time-series for financial markets, particularly, is the Chaos-Theory. The four backbones are: Chaos-theory, Fuzzy logic, Neural networks and Genetic algorithms. Although each method itself is a powerful analytic tool, the present paper suggests to combine them to a hybrid analytic and analysis tool, where all methods interact and result in promising outcomes.

引用

页码：516 / 525

页数：10

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