Abstract
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. © Springer-Verlag Berlin Heidelberg 2006.
Cite
CITATION STYLE
Donoso, S., Marín, N., & Vila, M. A. (2006). Fuzzy regression with quadratic programming: An application to financial data. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 4224 LNCS, pp. 1304–1311). Springer Verlag. https://doi.org/10.1007/11875581_155
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