A Type-2 Fuzzy Model for Stock Market Analysis
M.H. Fazel Zarandi, Elahe Neshat, Ismail Burhan Turksen, Babak Rezaee · 2007
In this paper, a type-2 Fuzzy Rule Based Expert System is developed for analysing the stock markets. Interval type-2 fuzzy logic system permits us to model rule uncertainties and every membership value of an element is interval itself. The proposed type-2 fuzzy model applies the technical and fundamental indexes as the input variables. The fuzzy rule based model is tested on the stock market of an automotive manufactory in Asia. The proposed model can forecast the stock price variation. This can help the investors the select the best portfolio.