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

Kód výsledku v 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>

Výsledek na webu

<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

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Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

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

Popis výsledku anglicky

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.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

AE - Řízení, správa a administrativa

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2012

Kód důvěrnosti údajů

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

Název periodika

Advances in Intelligent Systems and Computing

ISSN

2194-5357

e-ISSN

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Svazek periodika

192

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

DE - Spolková republika Německo

Počet stran výsledku

11

Strana od-do

113-123

Kód UT WoS článku

000313767300014

EID výsledku v databázi Scopus

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