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Financial time series forecasting with a bio-inspired fuzzy model

✍ Scribed by José Luis Aznarte; Jesús Alcalá-Fdez; Antonio Arauzo-Azofra; José Manuel Benítez

Book ID
116454136
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
462 KB
Volume
39
Category
Article
ISSN
0957-4174

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## Abstract Financial market time series exhibit high degrees of non‐linear variability, and frequently have fractal properties. When the fractal dimension of a time series is non‐integer, this is associated with two features: (1) inhomogeneity—extreme fluctuations at irregular intervals, and (2) s