A Neuro-fuzzy Decision-making Technique for Forecasting the FTSE

M. Vachanastienkul and A. Morris (USA)


Neuro-fuzzy, fuzzy logic, financial systems, decision making


Soft computing techniques have made an impact in the area of control systems, but have had limited success in modeling finance and economics, where the problems are typically more complex. We propose a neuro-fuzzy approach for modeling the FTSE, the British stock Exchange, based on a comparison of the markets of the FTSE and the US exchange and interest rates. We show the architecture and performance of our system using real world data, and make proposals for future work to enhance the system.

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