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A solution for forecasting pet chips prices for both short-term and long-term price forcasting, using genetic programming

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Author Info

  • Mojtaba Sedigh Fazli

    ()
    (Centre de Recherche Magellan - Université Jean Moulin - Lyon III : EA3713)

  • Jean-Fabrice Lebraty

    ()
    (Centre de Recherche Magellan - Université Jean Moulin - Lyon III : EA3713)

Abstract

Nowadays, forecasting what will happen in economic environments plays a crucial role. We showed that in PET market how a neuro-fuzzy hybrid model can assist the managers in decision-making. In this research, the target is to forecast the same item through another intelligent tool which obeys the evolutionary processing mechanisms. Again, the item for prediction here is PET (Poly Ethylene Terephthalate) which is the raw material for textile industries and it is highly sensitive against oil price fluctuations and also some other factors such as the demand and supply ratio. The main idea is coming through AHIS model which was presented by Mojtaba Sedigh Fazli and J.F. Lebraty in 2013. In this communication, the hybrid module is substituted with genetic programming. Finally, the simulation has been conducted and compared to three different answers which were presented before the results show that Genetic programming results (acting like hybrid model) which support both Fuzzy Systems and Neural Networks, satisfy the research question considerably.

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File URL: http://hal-univ-lyon3.archives-ouvertes.fr/docs/00/85/94/57/PDF/Hal-fazli-lebraty.pdf
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Bibliographic Info

Paper provided by HAL in its series Post-Print with number hal-00859457.

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Date of creation: Jul 2013
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Publication status: Published - Presented, The 2013 International Conference on Artificial Intelligence, 2013, Las Vegas, Nevada, United States
Handle: RePEc:hal:journl:hal-00859457

Note: View the original document on HAL open archive server: http://hal-univ-lyon3.archives-ouvertes.fr/hal-00859457
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Related research

Keywords: Efficient Market Hypothesis; Financial Forecasting; Chemicals; Artificial Intelligence; Genetic Programming; Decision Support System; Hybrid Neuro Fuzzy Model.;

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  1. Mojtaba Sedigh Fazli & Jean-Fabrice Lebraty, 2013. "A comparative study on forecasting polyester chips prices for 15 days, using different hybrid intelligent systems," Post-Print hal-00859445, HAL.
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