Index Prediction of KOSPI 200 Based on Data Models and Knowledge Rules for Qualitative and Quantitative Approach

摘要

In this paper, the neural network, the dynamic polynomial neural network (DPNN) and the fuzzy logic employed for the prediction of the KOSPI 200. The prediction results are compared by the root mean squared error (RMSE) and scatter plot, respectively. The results show that the performance of the fuzzy system is little bit worse than that of the DPNN but better than that of the neural network. We can develop the desired fuzzy system by optimization methods.