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- W1479851925 abstract "In this paper, the integration of mutual information (MI) and fuzzy model is proposed to predict stock indexes with complex and non-linear characteristics. Technical indicators are considered as initial input candidates and significant inputs are determined by MI-based input selection method. To identify the structures and parameters of fuzzy models simultaneously, cooperative random learning particle swarm optimization (CRPSO), proposed by Zhao et al., is used. To confirm the effectiveness, the proposed method and comparison methods are applied to the Korea Composite Stock Price Index (KOSPI). The experimental results show that the proposed method, on average, outperforms other comparison methods." @default.
- W1479851925 created "2016-06-24" @default.
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- W1479851925 date "2015-01-01" @default.
- W1479851925 modified "2023-09-23" @default.
- W1479851925 title "Integration of mutual information and CRPSO-based fuzzy model for stock index forecasting" @default.
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- W1479851925 doi "https://doi.org/10.2991/ifsa-eusflat-15.2015.89" @default.
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