Ebrahimpour, Reza; Nikoo, Hossein; Masoudnia, Saeed; … - In: International Journal of Forecasting 27 (2011) 3, pp. 804-816
A new method for forecasting the trend of time series, based on mixture of MLP experts, is presented. In this paper, three neural network combining methods and an Adaptive Network-Based Fuzzy Inference System (ANFIS) are applied to trend forecasting in the Tehran stock exchange. There are two...