Adaptive neuro-complex fuzzy inference system for financial time series forecasting
Schettini, Valerio (A.A. 2022/2023) Adaptive neuro-complex fuzzy inference system for financial time series forecasting. Tesi di Laurea in Data-driven models for investment, Luiss Guido Carli, relatore Antonio Simeone, pp. 43. [Master's Degree Thesis]
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Abstract/Index
From classical to fuzzy logic. Classical logic. Fuzzy logic. Complex fuzzy logic. Fuzzy inference systems. Limitations of fuzzy inference systems. Neuro-fuzzy inference systems. Adaptive neuro-fuzzy inference system. Complex neuro-fuzzy systems. Forecasting NASDAQ with ANCFIS. Review of ANCFIS for financial time series forecasting. Model implementation.
References
Bibliografia: pp. 40-42.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Data Science e Management (LM-91) |
| Chair: | Data-driven models for investment |
| Thesis Supervisor: | Simeone, Antonio |
| Thesis Co-Supervisor: | Italiano, Giuseppe Francesco |
| Academic Year: | 2022/2023 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 20 Jun 2024 13:55 |
| Last Modified: | 20 Jun 2024 13:55 |
| URI: | https://tesi.luiss.it/id/eprint/38990 |
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