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Publication detail
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
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" }