Application of Evolving Mamdani Fuzzy Inference System with Fuzzy Rule Interpolation and Extrapolation(eMFIS(FRI/E) for executing trades using quarterly earnings announcements

• Main Author: Lek, Jie Ling
• Other Authors: Quek Hiok Chai
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2020
• Subjects: Engineering::Computer science and engineering
• Online Access: https://hdl.handle.net/10356/138874
• Institution: Nanyang Technological University

Fuzzy techniques have been studied for implementation in neural networks to better model the nature of stocks data in the financial markets. Various studies incorporating fuzzy techniques into neural networks have shown to increase interpretability and increase performance for modelling and predicti...