Volume 21, Issue 2 (IJIEPM 2010)                   IJIEPM 2010, 21(2): 53-62 | Back to browse issues page

XML Persian Abstract Print

Download citation:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:

Kimiagari A M, Radmehr F, Ali Mohammad Kimiagari, Farid Radmehr & Negar Ghanbari N. Forecasting Forex Currency Market by Integrating Fuzzy Time Series and Simulated Annealing Heuristic. IJIEPM. 2010; 21 (2) :53-62
URL: http://ijiepm.iust.ac.ir/article-1-327-en.html
, kimiagar@aut.ac.ir
Abstract:   (9101 Views)
In the last 15 years, some methods have been proposed for forecasting based on fuzzy time series. One of the most important issues that affect the forecasting results in these models is the length of intervals. There are some studies on this issue but in most of them, length of intervals are predefined or even in some studies the interval’s length are the same. In this study we propose a model to determine effective intervals by using Simulated Annealing algorithm. And then we exercise this model on the FOREX currency market on some currency exchange rates (EUR/USD euro/US dollar , CAD/USD US Dollar/Canadian Dollar, GBP/USD British Pound/US Dollar, GBP/CHF British Pound/Swiss Franc) also we compare our model with other’s on forecasting Alabama University Enrollment.
Full-Text [PDF 457 kb]   (2590 Downloads)    
Type of Study: Research |
Received: 2010/08/25

Add your comments about this article : Your username or Email:
Write the security code in the box

Send email to the article author

© 2015 All Rights Reserved | International Journal of Industrial Engineering & Production Management

Designed & Developed by : Yektaweb