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About Adaptive Neuro-Fuzzy Inference System For
This paper extends the Adaptive Neuro Fuzzy Inference System for High Frequency Trading which is an expert system. It is capable of using fuzzy reasoning combined with the pattern recognition capability of neural networks to be used in financial forecasting and trading in high frequency. However, in order to eliminate unnecessary input in the training phase a new event based volatility model was proposed. This new model allows the observation of specific events and seasonalities in data and subsequently removes any unnecessary data.
Detailed Information
| Author: | ['ciphercap'] |
|---|---|
| Publication Year: | 2012 |
| Pages: | 10 |
| Language: | English |
| Format: | |
| Price: | FREE |
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