Publication detail

Applications of Fuzzy Mathematical Programming to Investment Decisions

JANKOVÁ, Z.

Original Title

Applications of Fuzzy Mathematical Programming to Investment Decisions

Type

abstract

Language

English

Original Abstract

The paper is focused on the problem and practical application of fuzzy mathematical programming to investment decision making process. Fuzzy logic uses vaguely characterized expert knowledge and allows the inclusion of subjective or intuitive characteristics of the expert in selectedmodels. Fuzzy logic is applied to the Czech stock market, specifically to stock titles of the PX index. The Fuzzy model contains four input variables and one output variable, whichdetermines whether the investment in a particular instrument is appropriate. Based on the model, the investor can generate decisions based on personal preferences and investment goals, which is an immense advantage of fuzzy logic.

Keywords

fuzzy logic, fuzzy mathematical programming, Czech stock market, PX index

Authors

JANKOVÁ, Z.

Released

25. 4. 2019

Publisher

OZ Ekonómia

Location

Banská Bystrica, Slovakia

ISBN

978-80-89382-02-6

Book

Scientia Iuventa 2019. Book of abstracts from international conference of doctoral students

Pages from

19

Pages to

62

Pages count

44

BibTex

@misc{BUT157025,
  author="Zuzana {Janková}",
  title="Applications of Fuzzy Mathematical Programming to Investment Decisions",
  booktitle="Scientia Iuventa 2019. Book of abstracts from international conference of doctoral students",
  year="2019",
  pages="44",
  publisher="OZ Ekonómia",
  address="Banská Bystrica, Slovakia",
  isbn="978-80-89382-02-6",
  note="abstract"
}