Two independent evolutionary modeling methods, based on fuzzy logic and neural networks respectively, are applied to predicting trend reversals in financial time series, and their performances are compared. Both methods are found to give essentially the same results, indicating that trend reversals are partially predictable.
Predicting turning points in financial markets with fuzzy-evolutionary and neuro-evolutionary modeling / A. Azzini, C. da Costa Pereira, A.G.B. Tettamanzi - In: Applications of evolutionary computing : EvoWorkshops2009: EvoCOMNET, EvoENVIRONMENT, EvoFIN, EvoGAMES, EvoHOT, EvoIASP, EvoINTERACTION, EvoMUSART, EvoNUM, EvoSTOC, EvoTRANSLOG : Tübingen, Germany, april 15-17, 2009 : proceedings / [a cura di] Mario Giacobini ... [et al.]. - Berlin : Springer, 2009. - ISBN 9783642011283. - pp. 213-222 (( convegno EvoWorkshops tenutosi a Tuebingen, Germany nel 2009 [10.1007/978-3-642-01129-0_25].
Predicting turning points in financial markets with fuzzy-evolutionary and neuro-evolutionary modeling
A. AzziniPrimo
;C. da Costa PereiraSecondo
;A.G.B. TettamanziUltimo
2009
Abstract
Two independent evolutionary modeling methods, based on fuzzy logic and neural networks respectively, are applied to predicting trend reversals in financial time series, and their performances are compared. Both methods are found to give essentially the same results, indicating that trend reversals are partially predictable.
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