The evolving mamdani fuzzy inference system with fuzzy rule interpolation and extrapolation (eMFIS (FRI/E) with its applications in straddle option trading and case study of rain run off analysis

• Main Author: Susanti
• Other Authors: Quek Hiok Chai
• Format: Final Year Project
• Language: English
• Published: 2014
• Subjects: DRNTU::Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence
• Online Access: http://hdl.handle.net/10356/61931
• Institution: Nanyang Technological University

Fuzzy neural technique is often used to model dynamic data stream in the financial market and examines hypothetical cases. Hence, Fuzzy interpolation and extrapolation are required if the data is sparse, particularly in financial option trading. However, many of them do not have the learning ability...