Interval-valued intuitionistic fuzzy cognitive maps for stock index forecasting

2018 ◽  
Author(s):  
Petr Hajek ◽  
Ondrej Prochazka ◽  
Wojciech Froelich
Keyword(s):  
Cognitive Maps ◽  
Fuzzy Cognitive Maps ◽  
Stock Index ◽  
Intuitionistic Fuzzy ◽  
Stock Index Forecasting ◽  
Interval Valued

scholarly journals Interval-valued fuzzy cognitive maps with genetic learning for predicting corporate financial distress

Filomat ◽  
2018 ◽  
Vol 32 (5) ◽  
pp. 1657-1662 ◽  
Author(s):  
Petr Hajek ◽  
Ondrej Prochazka
Keyword(s):  
Financial Distress ◽  
Causal Reasoning ◽  
Mean Squared Error ◽  
Nonlinear Problems ◽  
Cognitive Maps ◽  
Fuzzy Cognitive Maps ◽  
Squared Error ◽  
Neuro Fuzzy ◽  
Model Complex ◽  
Interval Valued

Fuzzy cognitive maps (FCMs) integrate neural networks and fuzzy logic to model complex nonlinear problems through causal reasoning. Interval-valued FCMs (IVFCMs) have recently been proposed to model additional uncertainty in decision-making tasks with complex causal relationships. In traditional FCMs, optimization algorithms are used to learn the strengths of the relationships from the data. Here, we propose a novel IVFCM with real-coded genetic learning. We demonstrate that the proposed method is effective for predicting corporate financial distress based on causally connected financial concepts. Specifically, we show that this method outperforms FCMs, fuzzy grey cognitive maps and adaptive neuro-fuzzy systems in terms of root mean squared error.

Intuitionistic Fuzzy Cognitive Maps

2013 ◽  
Vol 21 (2) ◽  
pp. 342-354 ◽  
Author(s):  
Elpiniki I. Papageorgiou ◽  
Dimitris K. Iakovidis
Keyword(s):  
Cognitive Maps ◽  
Fuzzy Cognitive Maps ◽  
Intuitionistic Fuzzy

Intuitionistic fuzzy grey cognitive maps for forecasting interval-valued time series

2020 ◽  
Vol 400 ◽  
pp. 173-185 ◽  
Author(s):  
Petr Hajek ◽  
Wojciech Froelich ◽  
Ondrej Prochazka
Keyword(s):  
Time Series ◽  
Cognitive Maps ◽  
Intuitionistic Fuzzy ◽  
Interval Valued
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