A self-reorganizing neuro-fuzzy associative machine for algorithmic financial time-series modeling

A self-reorganizing neuro-fuzzy associative machine for algorithmic financial time-series modeling

Financial markets today are facing explosive growth in the volume of market information, global scope of risks, as well as in the addition of new mathematical complexities embedded into financial instruments. The Thesis first discusses how analysis in financial markets today are increasingly hind...

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Bibliographic Details
Main Author: Tan, Javan Wi-Meng
Other Authors: Quek Hiok Chai
Format: Thesis
Language:English
Published: 2015
Subjects:
DRNTU::Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence
DRNTU::Engineering::Computer science and engineering::Computing methodologies::Pattern recognition
DRNTU::Engineering::Computer science and engineering::Computing methodologies::Simulation and modeling
Online Access:http://hdl.handle.net/10356/62919

Internet

http://hdl.handle.net/10356/62919

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