Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/62919
Title: A self-reorganizing neuro-fuzzy associative machine for algorithmic financial time-series modeling
Authors: Tan, Javan Wi-Meng
Keywords: 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
Issue Date: 2010
Source: Tan, J. W.-M (2010). A self-reorganizing neuro-fuzzy associative machine for algorithmic financial time-series modeling. Doctoral thesis, Nanyang Technological University, Singapore.
Abstract: 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 hindered by such operational challenges in both business and technical aspects. Rapid financial decision-making processes have to be sustained in the marketplace through heavier reliance on emerging computational technologies over the next few decades. The Thesis studies the use of neuro-fuzzy techniques as alternatives for financial forecasting. Neuro-fuzzy computing is a hybrid technology that snaps the key strengths of both neuro-computing and soft fuzzy-computing techniques into a single possible approach suitable for tracking financial patterns in a real-world with great uncertainties. A major assumption in the research work was that financial market trends exhibit time-varying characteristics. Therefore, the Thesis develops a novel neuro-fuzzy network that embeds a self-reorganizing learning algorithm to help reorganize fuzzy-rule structures in real-time dynamic environments. Smart computing technologies need self-reorganizational skills to continuously restructure fuzzy-rule structures when existing structures fail. The Thesis recognizes the uncertainty involved in the study of real-world problems, and does not take the conventional crystal-ball approach (which attempts to remove uncertainty) to analyse financial market movements and trends. Fluctuations of asset prices in capital market are the result of underlying economic behavioral patterns exhibited by investors and speculators. This work recognizes such uncertainty in forecasting in financial technical analysis, and the main objective of the Thesis is to improve the currency of forecasts to support the process of financial decision making under time-varying environments.
URI: http://hdl.handle.net/10356/62919
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:SCSE Theses

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