Kaymak, Uzay; Berg, J. van den; Bergh, W.M. van den - Erasmus Research Institute of Management (ERIM), ERIM … - 2003
For successful trading in financial markets, it is important to develop financial models where one can identify different states of the market for modifying one???s actions. In this paper, we propose to use probabilistic fuzzy systems for this purpose. We concentrate on Takagi???Sugeno (TS)...
