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In this paper, a hybrid network consisting of a trigonometric functional link artificial neural network (FLANN) and fuzzy logic system named as functional link neural fuzzy (FLNF) model is used to predict the stock market indices. The proposed model uses a functional link neural network to the consequent part of the fuzzy rules. The consequent part of FLNF model is a non-linear combination of input...
Modeling of real world financial time series such as stock returns are very difficult, because of their inherent characteristics. ARIMA and GARCH models are frequently used in such cases. It is proven of late that, the traditional models may not produce the best results. Lot of recent literature says the successes of hybrid models. The modeling and forecasting ability of ARFIMA-FIGARCH model is investigated...
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