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

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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. Journal title 2010; 21 (2) :53-62
URL: http://ijiepm.iust.ac.ir/article-1-327-en.html
, kimiagar@aut.ac.ir
Abstract:   (12913 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.
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Type of Study: Research |
Received: 2010/08/25 | Published: 2010/06/15

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