Issue No.04 - July/August (2003 vol.15)
Yi-Fan Wang , IEEE
<p><b>Abstract</b>—This paper presents a fuzzy stochastic prediction method for real-time predicting of stock prices. A complete contrast to the crisp stochastic method, it requires a fuzzy linguistic summary approach to computing parameters. This approach, which is found to be better than the gray prediction method, can eliminate outliers and limit the data to a normal condition for prediction, with a comparatively very small deviation of 4.5 percent.</p>
Stock price prediction, gray theory, fuzzy theory, stochastic prediction.
Yi-Fan Wang, "On-Demand Forecasting of Stock Prices Using a Real-Time Predictor", IEEE Transactions on Knowledge & Data Engineering, vol.15, no. 4, pp. 1033-1037, July/August 2003, doi:10.1109/TKDE.2003.1209017