A Motivation for Recent Innovation & Research
ISSN 2278-6856
www.ijettcs.org
Call for Paper, Published Articles, Indexing Infromation
International Journal of Emerging Trends & Technology in Computer Science
A Motivation for Recent Innovation & Research
ISSN 2278-6856
www.ijettcs.org
Call for Paper, Published Articles, Indexing Infromation
Title: |
Neuro-Fuzzy System Optimized Based Quantum
Differential Evolutionary for Stock Market Forecasting
|
Author Name: |
Osman Hegazy , Omar S. Soliman and Ahmed A. Toony |
Abstract: |
Abstract: The main objective of this paper is to predict the
gold price in the Forex market, it introduces the use of
Quantum Differential Evolution Algorithm in a Neuro-fuzzy
system composed of an Adaptive Neuro-Fuzzy Inference
System (ANFIS) controller used in prediction of stock market,
specified by an optimization technique based on a double
chains quantum differential evolution algorithm, to evaluate
the proposed model three performance measurements are
used: Root Mean Squared Error (RMSE), percentage error
and Mean Tendency Error (MTE). The algorithm was
evaluated with actual financial data and proved the
weakness of the comparative method by showing much
improved and better predictions by finding the best value for
optimization variable in ANFIS using a double chains
quantum differential evolution algorithm.
Keywords: Fuzzy logic, Neural network, Stock market
prediction, Neuro – Fuzzy, Differential evolution,
Quantum evolutionary. |
Cite this article: |
Osman Hegazy , Omar S. Soliman and Ahmed A. Toony , "
Neuro-Fuzzy System Optimized Based Quantum
Differential Evolutionary for Stock Market Forecasting
" , International Journal of Emerging Trends & Technology in Computer Science (IJETTCS),
Volume 3, Issue 4, July - August 2014 , pp.
106-110 , ISSN 2278-6856.
|