Volume 2 Issue 2 pp. 409-418 Spring, 2011

Design and analysis of experiments in ANFIS modeling for stock price prediction

Meysam Alizadeh , Mohsen Gharakhani, Elnaz Fotoohi and Roy Rada

At the computational point of view, a fuzzy system has a layered structure, similar to an artificial neural network (ANN) of the radial basis function type. ANN learning algorithms can be employed for optimization of parameters in a fuzzy system. This neuro-fuzzy modeling approach has preference to explain solutions over completely black-box models, such as ANN. In this paper, we implement the design of experiment (DOE) technique to identify the significant parameters in the design of adaptive neuro-fuzzy inference systems (ANFIS) for stock price prediction.

DOI: 10.5267/j.ijiec.2011.01.001

Keywords: ANFIS, Neuro-fuzzy systems, Design of experiment, Stock price prediction

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