NDLI: Fuzzy prediction based on regression models: Evidence from the Belgrade Stock Exchange

Content Provider	IEEE Xplore Digital Library
Author	Ralevic, N.M. Djakovic, V.D. Andjelic, G.B. Kovacevic, I.M. Kiurski, J.S. Comic, L.L.
Copyright Year	2011
Description	Author affiliation: Faculty of Technical Sciences, University of Novi Sad, Department of Graphic Engineering and Design, Serbia (Kiurski, J.S.) \|\| Faculty of Technical Sciences, University of Novi Sad, Department of Industrial Engineering and Management, Serbia (Djakovic, V.D.; Andjelic, G.B.) \|\| Faculty of Technical Sciences, University of Novi Sad, Department of Fundamental Sciences, Serbia (Ralevic, N.M.; Kovacevic, I.M.; Comic, L.L.)
Abstract	In the conventional regression model, deviations between the observed values and the estimated values are supposed to be due to measurement errors. Here, taking a different perspective, these deviations are regarded as the fuzziness of the system's parameters. Thus, these deviations are reflected in a linear function with fuzzy parameters. Using linear programming algorithm, this fuzzy linear regression model might be very convenient and useful for finding a fuzzy structure in an evaluation system. In this paper, the details of the fuzzy linear regression concept and its applications in an uncertain environment are shown and discussed on data of the Belgrade Stock Exchange. In addition, the prediction of stock market prices is performed using fuzzy linear trend. Having in mind the characteristics of trading methods, fuzzy linear trend is used for prediction of stock market prices based on historical data, which are not precisely given within a trading day. Results of the research indicate the significance of fuzzy prediction based on regression models, i.e. fuzzy linear trend.
Starting Page	151
Ending Page	156
File Size	368576
Page Count	6
File Format	PDF
ISBN	9781457719752
e-ISBN	9781457719745
DOI	10.1109/SISY.2011.6034312
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2011-09-08
Publisher Place	Serbia
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Fuzzy linear trend Fuzzy prediction Linear regression Investments Fitting Predictive models Fuzzy regression analysis Data models Mathematical model Stock markets Stock market price
Content Type	Text
Resource Type	Article

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