A novel incremental rough set-based pseudo outer-product with ensemble learning (ieRSPOP) neuro-fuzzy system for forecasting volatility

• Main Author: Tor Das, Ronald.
• Other Authors: Quek Hiok Chai
• Format: Final Year Project
• Language: English
• Published: 2010
• Subjects: DRNTU::Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence
• Online Access: http://hdl.handle.net/10356/40102
• Institution: Nanyang Technological University

The rough set pseudo outer-product fuzzy neural network (RSPOP FNN) is a member of the POPFNN family known for high accuracy and interpretability, and also uses rough set theory to perform attribute and rule reduction. An incrementalensemble RSPOP FNN, named ieRSPOP, is proposed and implemented i...