Přístupnostní navigace
E-přihláška
Vyhledávání Vyhledat Zavřít
Detail publikace
DOSTÁL, P. BROŽ, Z.
Originální název
Fuzzy Logic Investment Support on the Financial Market
Typ
článek v časopise - ostatní, Jost
Jazyk
angličtina
Originální abstrakt
This paper discusses the use of fuzzy logic and modeling as a decision making support for long-term investment decisions on financial markets. A simple model is proposed to calculate recommendations for the investors. This research required thorough analysis of historical data that lead to discovery of interesting dependencies between the Dow Jones index, currency pairs, oil price and the VIX volatility index. The fuzzy model uses several input variables that are used to simplify the complex conditions on the financial markets. The purpose of the model is to evaluate the current market situation, compare current situation to similar situations in the past and to provide investment recommendations for long-term investing.
Klíčová slova
Fzzy logic, stock market, investment, decision, support, chaos, MATLAB
Autoři
DOSTÁL, P.; BROŽ, Z.
Rok RIV
2011
Vydáno
20. 6. 2011
Nakladatel
International Institute of Forecasters
Místo
USA
ISSN
1997-4116
Periodikum
International Symposium on Forecasting
Ročník
1
Číslo
Stát
Spojené státy americké
Strany od
47
Strany do
52
Strany počet
6
BibTex
@article{BUT72509, author="Petr {Dostál} and Zdeněk {Brož}", title="Fuzzy Logic Investment Support on the Financial Market", journal="International Symposium on Forecasting", year="2011", volume="1", number="1", pages="47--52", issn="1997-4116" }