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Applications of Fuzzy Mathematical Programming to Investment Decisions

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F19%3APU132154" target="_blank" >RIV/00216305:26510/19:PU132154 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Applications of Fuzzy Mathematical Programming to Investment Decisions

  • Original language description

    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.

  • Czech name

  • Czech description

Classification

  • Type

    O - Miscellaneous

  • CEP classification

  • OECD FORD branch

    50206 - Finance

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2019

  • Confidentiality

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