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Comparison Uncertainty of Different Types of Membership Functions in T2FLS: Case of International Financial Market

Identifikátory výsledku

  • Kód výsledku v IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F22%3APU146249" target="_blank" >RIV/00216305:26510/22:PU146249 - isvavai.cz</a>

  • Výsledek na webu

  • DOI - Digital Object Identifier

Alternativní jazyky

  • Jazyk výsledku

    angličtina

  • Název v původním jazyce

    Comparison Uncertainty of Different Types of Membership Functions in T2FLS: Case of International Financial Market

  • Popis výsledku v původním jazyce

    This article deals with the determination and comparison of different types of functions of the type-2 interval of fuzzy logic, using a case study on the international financial market. The model is demonstrated on the time series of the leading stock index DJIA 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. Data on the financial situation of companies are prone to inaccuracies or incomplete information, which is why the type-2 fuzzy logic application is most suitable for this type of financial analysis. This paper is primarily focused on comparing and evaluating the performance of different types of type-2 fuzzy membership functions with integrated additional uncertainty. For this purpose, several model situations differing in shape and level or degree of uncertainty of membership functions are constructed. The results of this research show that type-2 fuzzy sets with dual membership functions is a suitable expert system for highly chaotic and unstable international stock markets and achieves higher accuracy with the integration of a certain level of uncertainty compared to type-1 fuzzy logic.

  • Název v anglickém jazyce

    Comparison Uncertainty of Different Types of Membership Functions in T2FLS: Case of International Financial Market

  • Popis výsledku anglicky

    This article deals with the determination and comparison of different types of functions of the type-2 interval of fuzzy logic, using a case study on the international financial market. The model is demonstrated on the time series of the leading stock index DJIA 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. Data on the financial situation of companies are prone to inaccuracies or incomplete information, which is why the type-2 fuzzy logic application is most suitable for this type of financial analysis. This paper is primarily focused on comparing and evaluating the performance of different types of type-2 fuzzy membership functions with integrated additional uncertainty. For this purpose, several model situations differing in shape and level or degree of uncertainty of membership functions are constructed. The results of this research show that type-2 fuzzy sets with dual membership functions is a suitable expert system for highly chaotic and unstable international stock markets and achieves higher accuracy with the integration of a certain level of uncertainty compared to type-1 fuzzy logic.

Klasifikace

  • Druh

    C - Kapitola v odborné knize

  • CEP obor

  • OECD FORD obor

    21101 - Food and beverages

Návaznosti výsledku

  • Projekt

  • Návaznosti

    S - Specificky vyzkum na vysokych skolach

Ostatní

  • Rok uplatnění

    2022

  • Kód důvěrnosti údajů

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

Údaje specifické pro druh výsledku

  • Název knihy nebo sborníku

    Women in Artificial Intelligence (AI)

  • ISBN

    978-3-0365-5532-4

  • Počet stran výsledku

    20

  • Strana od-do

    279-299

  • Počet stran knihy

    334

  • Název nakladatele

    MDPI

  • Místo vydání

    Basel, Switzerland

  • Kód UT WoS kapitoly