Fuzzy Logic Decision Support for Long-term Investing in the Financial Markets

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F12%3APU99721" target="_blank" >RIV/00216305:26510/12:PU99721 - isvavai.cz</a>

Result on the web

<a href="http://apps.webofknowledge.com/full_record.do?product=WOS&search_mode=GeneralSearch&qid=2&SID=U1hLc7@HFC65e2CocHJ&page=1&doc=4" target="_blank" >http://apps.webofknowledge.com/full_record.do?product=WOS&search_mode=GeneralSearch&qid=2&SID=U1hLc7@HFC65e2CocHJ&page=1&doc=4</a>

DOI - Digital Object Identifier

—

Result language

angličtina

Original language name

Fuzzy Logic Decision Support for Long-term Investing in the Financial Markets

Original language description

This paper discusses the use of fuzzy logic and modeling as a decision support for long-term investment decisions in the financial markets. A simple model is proposed to calculate recommendations for investors. This research required thorough analysis ofhistorical data that lead to the 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 inthe financial markets. The purpose of the model is to evaluate the current market situation, compare the current situation to similar situations in the past and to provide investment recommendations for long-term future investing.

Czech name

—

Czech description

—

Type

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

CEP classification

AE - Management, administration and clerical work

OECD FORD branch

—

Project

—

Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2012

Confidentiality

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

Name of the periodical

Advances in Intelligent Systems and Computing

ISSN

2194-5357

e-ISSN

—

Volume of the periodical

192

Issue of the periodical within the volume

1

Country of publishing house

DE - GERMANY

Number of pages

11

Pages from-to

113-123

UT code for WoS article

000313767300014

EID of the result in the Scopus database

—