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Financial Prediction with Neuro-fuzzy Systems

  • Agata Pokropińska
  • Rafał Scherer
Part of the Lecture Notes in Computer Science book series (LNCS, volume 5097)

Abstract

An application of neuro-fuzzy systems to supporting trading decisions is presented. The system has the ability to use expert knowledge and to be fitted to the learning data by various machine learning techniques. The proposed approach uses the backpropagation algorithm to determine system parameters on the basis of several indices. Experiments were made on past data showing relatively good performance of the proposed approach.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2008

Authors and Affiliations

  • Agata Pokropińska
    • 1
    • 3
  • Rafał Scherer
    • 2
    • 3
  1. 1.Institute of Mathematics and Computer ScienceJan Długosz UniversityCzȩstochowaPoland
  2. 2.Department of Computer EngineeringCzȩstochowa University of TechnologyCzȩstochowaPoland
  3. 3.Academy of Humanities and Economics in ŁódźŁódźPoland

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