In the literature, there are many studies about stock exchange forecasting.
Wei (2013) and Cheng et al. (2013) proposed newhybrid ANFIS
(adaptive network fuzzy inference system) methods to forecast TAIEX
data. Cheng and Wei (2014) proposed a hybrid method to forecast
TAIEX. In this study, the proposed method's performance is compared
with some methods by using three different sets of the stock index
time series. The application results are given in the subsections.