Re: fuzzy logic prediction of DJIA & S&P500

steve & eugene (kkbb@icon.co.za)
Fri, 18 Dec 1998 21:31:16 +0100 (MET)

default <personal_9@hotmail.com> wrote in article
<365DA58C.118C58E0@hotmail.com>...
> Hello Steve,
>
> If I may ask you a question: Do you make point predictions or interval
> predictions? i.e. do you predict one value per future time or you can
also give
> the confidence interval within which your forecast will probably be
found?
>

We make point predictions but this is translated from the forecasting of
differences in 3 & 5 day moving averages over the time period. We use a
number of different algorithms including fuzzy logic, neural nets and
exponential smoothing to arrive at a consensus opinion of what the
prediction will be. We also run the system in test mode and can get a
confidence interval. Another related algorithm we have looks at lead / lag
indicators which generates time skewed correlations and significant values
@ 90, 95 & 99%

steve

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