SAFIN(FRIE)++ : type-I online mandami fuzzy inference system with application in option trading

• Main Author: Vo Duy Tung
• Other Authors: Quek Hiok Chai
• Format: Final Year Project
• Language: English
• Published: 2017
• Subjects: DRNTU::Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence
• Online Access: http://hdl.handle.net/10356/72908
• Institution: Nanyang Technological University

Fuzzy neural networks are often used to handle dynamic data stream in the financial market. However, unlike stock data that is updated every tick, option data is often sparse in nature. To handle the sparsity in data set, a fuzzy neural network system requires interpolation and extrapolation feature...