Fuzzy Logic Investment Support on the Financial Market

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F11%3APU92955" target="_blank" >RIV/00216305:26510/11:PU92955 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Fuzzy Logic Investment Support on the Financial Market

Original language description

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 conditionson 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.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

AE - Management, administration and clerical work

OECD FORD branch

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Project

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Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2011

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

International Symposium on Forecasting

ISSN

1997-4116

e-ISSN

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Volume of the periodical

1

Issue of the periodical within the volume

1

Country of publishing house

US - UNITED STATES

Number of pages

6

Pages from-to

47-52

UT code for WoS article

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EID of the result in the Scopus database

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