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ANFIS for High Frequency Trading Insights by ciphercap is a document available to read on EtoBox.
What is ANFIS for High Frequency Trading Insights about?
This paper presents an Adaptive Neuro-Fuzzy Inference System (ANFIS) for high-frequency financial trading, incorporating a new Intraday Seasonality Observation Model (ISOM) to enhance prediction accuracy by filtering unnecessary input data. The proposed system aims to outperform traditional trading methods by utilizing event-based volatility models to analyze financial time series data. Empirical results indicate that the integration of ISOM with ANFIS significantly improves the performance of automated tra
- Author
- ciphercap
- Language
- EN