Evaluation Of The Degree Of Uncertainty In The Type-2 Fuzzy Logic System For Forecasting Stock Index
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F22%3APU146749" target="_blank" >RIV/00216305:26510/22:PU146749 - isvavai.cz</a>
Result on the web
<a href="https://ipe.ro/rjef.htm" target="_blank" >https://ipe.ro/rjef.htm</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Evaluation Of The Degree Of Uncertainty In The Type-2 Fuzzy Logic System For Forecasting Stock Index
Original language description
The paper deals with investment analysis based on a new fuzzy methodology. Specifically, the interval type-2 fuzzy logic model is created to support decision-making for investors, financial analysts and brokers. The model is demonstrated on the time series of the leading stock index S&P 500 of the US market. Type-2 fuzzy logic membership features are able to include additional uncertainty resulting from unclear, uncertain or inaccurate financial data that are selected as inputs to the model.The paper deals mainly with the evaluation and comparison of different degrees of uncertainty of the functions of the membership of input variables. Several model situations with different levels of inaccuracy are created. Based on the results of the comparison, it can be said that the type-2 fuzzy logic with dual membership functions is able to better describe data from financial time series.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
50204 - Business and management
Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2022
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Romanian Journal of Economic Forecasting
ISSN
1582-6163
e-ISSN
2537-6071
Volume of the periodical
25
Issue of the periodical within the volume
4
Country of publishing house
RO - ROMANIA
Number of pages
17
Pages from-to
41-57
UT code for WoS article
000920228000003
EID of the result in the Scopus database
2-s2.0-85146382154