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Erschienen in:
2013 | OriginalPaper | Buchkapitel
TAIEX Forecasting Based on Fuzzy Time Series and Technical Indices Analysis of the Stock Market
verfasst von : Shyi-Ming Chen, Cheng-Yi Wang
Erschienen in: Recent Trends in Applied Artificial Intelligence
Verlag: Springer Berlin Heidelberg
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This paper presents a new method for forecasting the TAIEX based on fuzzy time series and technical indices analysis of the stock market. Because the proposed method uses both fuzzy time series and technical indices analysis of the stock market to analyze the historical training data in details for forecasting the TAIEX, it can get higher forecasting accuracy rate than the existing methods. The contribution of this paper is that we present a new fuzzy time series forecasting method based on the MACD index, combined with the stochastic line indices (KD indices) to forecast the TAIEX. It gets a higher average forecasting accuracy rate than the existing method for forecasting the TAIEX.