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- W3133783100 abstract "Real-time forecasting of the financial time-series data is challenging for many machine learning (ML) algorithms. First, many ML models operate offline, where they need a batch of data, which may not be available during training. Besides, due to a fixed architecture of the majority of the offline-based ML models, they suffer to deal with the uncertain nature of financial time-series data. In contrast, online learning mode evolving-structured ML models could be promising for financial time-series forecasting. For real-time deployment of such models, low memory demand is a must. Besides, the model’s explainability plays a crucial role in forecasting financial time-series. Considering all the requirements, a rule-based autonomous neuro-fuzzy learning algorithm called the parsimonious learning machine (PALM) is proposed here to forecast time-varying stock indices. To provide efficient automation of the proposed algorithm by maintaining the model explainability in terms of limited number linguistic IF-THEN rules, two popular multiobjective evolutionary algorithms (MEAs), such as a real-coded genetic algorithm (GA) and a self-adaptive differential evolution (DE) algorithm are utilized here. In addition, fuzzy type-2 variants of PALMs’ are considered here due to better uncertainty handling capacity than their type-1 counterparts. To evaluate the proposed algorithm’s performance, the closing stock price of fifteen (15) different stock market indices are predicted here. From the results, it is observed that the MEA-based PALMs are performing better than the state-of-the-art benchmark online ML models and providing a rule-based explainable model to the end-user." @default.
- W3133783100 created "2021-03-15" @default.
- W3133783100 creator A5054715965 @default.
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- W3133783100 date "2022-05-01" @default.
- W3133783100 modified "2023-10-16" @default.
- W3133783100 title "Multiobjective Automated Type-2 Parsimonious Learning Machine to Forecast Time-Varying Stock Indices Online" @default.
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- W3133783100 doi "https://doi.org/10.1109/tsmc.2021.3061389" @default.
- W3133783100 hasPublicationYear "2022" @default.
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