Expertní systém Type-2 fuzzy logika pro investiční analýzu
In this paper, a higher degree of fuzzy logic type-2 fuzzy logic is presented as decision making process of investment. There is a key difference between type-2 and type-1 fuzzy logic. The application is made on the Czech stock market and is used to decide on investing in PX index stocks. The propos...
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| Veröffentlicht in: | Scientific Papers of the University of Pardubice. Series D, Faculty of Economics and Administration Faculty of Economics and Administration, 2019-01 (47), p.79 |
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| container_title | Scientific Papers of the University of Pardubice. Series D, Faculty of Economics and Administration |
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| creator | Janková, Zuzana Dostál, Petr |
| description | In this paper, a higher degree of fuzzy logic type-2 fuzzy logic is presented as decision making process of investment. There is a key difference between type-2 and type-1 fuzzy logic. The application is made on the Czech stock market and is used to decide on investing in PX index stocks. The proposed type 2 fuzzy model uses the return and risk of investment instruments as input variables. The system created is able to generate aggregate models from a certain number of language rules, allowing the investor to understand the generated financial model. The use of T2FLS can lead to more realistic and accurate results than T1FLS. |
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| source | DOAJ Directory of Open Access Journals; EZB-FREE-00999 freely available EZB journals |
| subjects | Expert systems Fuzzy logic Investment policy Investments Securities markets |
| title | Expertní systém Type-2 fuzzy logika pro investiční analýzu |
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