Fuzzy and Fractal Technology in Market Analysis

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21240%2F12%3A00192744" target="_blank" >RIV/68407700:21240/12:00192744 - isvavai.cz</a>
Result on the web
<a href="http://www.springerlink.com/content/978-3-642-27533-3#section=1036515&page=1&locus=0" target="_blank" >http://www.springerlink.com/content/978-3-642-27533-3#section=1036515&page=1&locus=0</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-642-27534-0" target="_blank" >10.1007/978-3-642-27534-0</a>

Result language
angličtina
Original language name
Fuzzy and Fractal Technology in Market Analysis
Original language description
In this contribution, we investigate the possibilities of using fuzzy and fractal methods for analysing time series of market data. First, we implemented and tested a fuzzy component that provides fuzzyfication by the Mamdani Larsen inference method withstatic rules using not only Gauss but also Cauchy and Mandelbrot distribution. Second, we implemented and tested a fractal component that provides fuzzy clustering by the Takagi Sugeno method with dynamic fuzzy rules. Looking for an optimum, we simulated many parameter combinations and compared the results. We present some interesting results of our experiments.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Revised and Selected Papers of the International Joint Conference, IJCCI 2010
ISBN
978-3-642-27533-3
ISSN
1860-949X
e-ISSN
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Number of pages
14
Pages from-to
247-260
Publisher name
Springer
Place of publication
Berlin
Event location
Valencie
Event date
Oct 24, 2010
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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