A Fuzzy Multi-Criteria Evaluation System for Share Price Prediction: A Tesla Case Study

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F75081431%3A_____%2F23%3A00002579" target="_blank" >RIV/75081431:_____/23:00002579 - isvavai.cz</a>

Výsledek na webu

<a href="https://www.mdpi.com/2227-7390/11/13/3033" target="_blank" >https://www.mdpi.com/2227-7390/11/13/3033</a>

DOI - Digital Object Identifier

—

Jazyk výsledku

angličtina

Název v původním jazyce

A Fuzzy Multi-Criteria Evaluation System for Share Price Prediction: A Tesla Case Study

Popis výsledku v původním jazyce

The article presents the predictive capabilities of a fuzzy multi-criteria evaluation system that operates on the basis of a non-fuzzy neural approach, but also one that is capable of implementing a learning paradigm and working with vague concepts. Within this context, the necessary elements of fuzzy logic are identified and the algebraic formulation of the fuzzy system is presented. It is with the help of the aforementioned that the task of predicting the short-term trend and price of the Tesla share is solved. The functioning of a fuzzy system and fuzzy neural network in the field of time series value prediction is discussed. The authors are inclined to the opinion that, despite the fact that a fuzzy neural network reacts in terms of applicability and effectiveness when solving prediction problems in relation to input data with a faster output than a fuzzy system, and is more "user friendly", a sufficiently knowledgeable and experienced solver/expert could, by using a fuzzy system, achieve a higher speed of convergence in the learning process than a fuzzy neural network using the minimum range of input data carrying the necessary information. A fuzzy system could therefore be a possible alternative to a fuzzy neural network from the point of view of prediction.

Název v anglickém jazyce

A Fuzzy Multi-Criteria Evaluation System for Share Price Prediction: A Tesla Case Study

Popis výsledku anglicky

The article presents the predictive capabilities of a fuzzy multi-criteria evaluation system that operates on the basis of a non-fuzzy neural approach, but also one that is capable of implementing a learning paradigm and working with vague concepts. Within this context, the necessary elements of fuzzy logic are identified and the algebraic formulation of the fuzzy system is presented. It is with the help of the aforementioned that the task of predicting the short-term trend and price of the Tesla share is solved. The functioning of a fuzzy system and fuzzy neural network in the field of time series value prediction is discussed. The authors are inclined to the opinion that, despite the fact that a fuzzy neural network reacts in terms of applicability and effectiveness when solving prediction problems in relation to input data with a faster output than a fuzzy system, and is more "user friendly", a sufficiently knowledgeable and experienced solver/expert could, by using a fuzzy system, achieve a higher speed of convergence in the learning process than a fuzzy neural network using the minimum range of input data carrying the necessary information. A fuzzy system could therefore be a possible alternative to a fuzzy neural network from the point of view of prediction.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

50200 - Economics and Business

Projekt

—

Návaznosti

V - Vyzkumna aktivita podporovana z jinych verejnych zdroju

Rok uplatnění

2023

Kód důvěrnosti údajů

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

Název periodika

Mathematics

ISSN

2227-7390

e-ISSN

—

Svazek periodika

11

Číslo periodika v rámci svazku

13

Stát vydavatele periodika

CH - Švýcarská konfederace

Počet stran výsledku

17

Strana od-do

1-17

Kód UT WoS článku

001031139100001

EID výsledku v databázi Scopus

2-s2.0-85164746459