Forecasting Tehran Stock Exchange Index Returns Using a Combination of Wavelet Decomposition and Adaptive Neural Fuzzy Inference Systems
In this paper, a framework for time series prediction is presented which makes it possible to predict the future values of a time series more accurately using soft computing approach. In this method, input data of adaptive neural fuzzy inference systems are reduced using wavelet decomposition of ran...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2018-11-01
|
| Series: | Faṣlnāmah-i Pizhūhish/hā-yi Iqtiṣādī-i Īrān |
| Subjects: | |
| Online Access: | http://ijer.atu.ac.ir/article_9514_0d3693410ec996dff5f1ba438214ee58.pdf |