Interval-Valued Intuitionistic Fuzzy Inference System for Supporting Corporate Financial Decisions

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F18%3A39913378" target="_blank" >RIV/00216275:25410/18:39913378 - isvavai.cz</a>

Výsledek na webu

<a href="https://ieeexplore.ieee.org/abstract/document/8491620" target="_blank" >https://ieeexplore.ieee.org/abstract/document/8491620</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1109/FUZZ-IEEE.2018.8491620" target="_blank" >10.1109/FUZZ-IEEE.2018.8491620</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Interval-Valued Intuitionistic Fuzzy Inference System for Supporting Corporate Financial Decisions

Popis výsledku v původním jazyce

Representing the inherent uncertainty in the corporate financial environment is critical for effective decision-making in this domain. This is attributed to the increasing complexity of such an environment. One way in which to address this issue is to represent financial attributes in terms of interval-valued intuitionistic fuzzy sets. In this paper, a novel interval-valued intuitionistic fuzzy inference system (IVIFIS) of the Takagi-Sugeno-Kang type is proposed. To calculate the output of the IVIFIS system, a defuzzification method is developed based on the weighted average of the consequents of if-then rules. To adapt the consequent parameters of the IVIFIS, a gradient algorithm is used. Then, by using two regression problems from the corporate financial domain, the dominance of the system over other state-of-the-art extensions of fuzzy inference systems is experimentally shown.

Název v anglickém jazyce

Interval-Valued Intuitionistic Fuzzy Inference System for Supporting Corporate Financial Decisions

Popis výsledku anglicky

Representing the inherent uncertainty in the corporate financial environment is critical for effective decision-making in this domain. This is attributed to the increasing complexity of such an environment. One way in which to address this issue is to represent financial attributes in terms of interval-valued intuitionistic fuzzy sets. In this paper, a novel interval-valued intuitionistic fuzzy inference system (IVIFIS) of the Takagi-Sugeno-Kang type is proposed. To calculate the output of the IVIFIS system, a defuzzification method is developed based on the weighted average of the consequents of if-then rules. To adapt the consequent parameters of the IVIFIS, a gradient algorithm is used. Then, by using two regression problems from the corporate financial domain, the dominance of the system over other state-of-the-art extensions of fuzzy inference systems is experimentally shown.

Druh

D - Stať ve sborníku

CEP obor

—

OECD FORD obor

10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Projekt

<a href="/cs/project/GA16-19590S" target="_blank" >GA16-19590S: Analýza témat a sentimentu vícenásobných textových zdrojů pro finanční rozhodování podniků</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2018

Kód důvěrnosti údajů

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

Název statě ve sborníku

2018 IEEE International Conference on Fuzzy Systems

ISBN

978-1-5090-6020-7

ISSN

1098-7584

e-ISSN

neuvedeno

Počet stran výsledku

7

Strana od-do

—

Název nakladatele

IEEE (Institute of Electrical and Electronics Engineers)

Místo vydání

New York

Místo konání akce

Rio de Janeiro

Datum konání akce

8. 7. 2018

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

000451248900178