Fuzzy regression with quadratic programming:: An application to financial data

被引：0
|
作者：
Donoso, Sergio [1 ]
Marin, Nicolas
Vila, M. Amparo
机构：
[1] UTEM, Santiago, Chile
[2] Univ Granada, Dept Comp Sci & AI, E-18071 Granada, Spain
来源：
INTELLIGENT DATA ENGINEERING AND AUTOMATED LEARNING - IDEAL 2006, PROCEEDINGS | 2006年 / 4224卷
关键词：
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
The fuzzy approach to regression has been traditionally considered as a problem of linear programming. In this work, we introduce a variety of models founded on quadratic programming together with a set of indices useful to check the quality of the obtained results. In order to test the validness of our proposal, we have done an empirical study and we have applied the models in a case with financial data: the Chilean COPEC Company stock price.
引用
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页码：1304 / 1311
页数：8
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