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Forecasting Tehran Stock Exchange Index Returns Using a Combination of Wavelet Decomposition and Adaptive Neural Fuzzy Inference Systems

Ali Raoofi; Teimour Mohammadi

Volume 23, Issue 76 , October 2018, , Pages 107-136

https://doi.org/10.22054/ijer.2018.9514

Abstract
  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 random ...  Read More