PublisherUniversitat Politècnica de Catalunya. Secció de Matemàtiques i Informàtica
Rights accessOpen Access
Most models for the time series of stock prices have centered on autoregressive (AR) processes. Traditionaly, fundamantal Box-Jenkins analysis  have been the mainstream methodology used to develop time
series models. Next, we briefly describe the develop a classical AR model for stock price forecasting. Then a fuzzy regression model is then introduced Following this description, an artificial fuzzy neural network based on B-spline member ship function is presented as an alternative to the stock prediction method based on AR models. Finnaly, we present our preliminary results and some further experiments that we performed.
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