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Expertní systém Type-2 fuzzy logika pro investiční analýzu

Janková, Zuzana ; Dostál, Petr

Scientific Papers of the University of Pardubice. Series D, Faculty of Economics and Administration, 2019-01 (47), p.79 [Periódico revisado por pares]

Pardibuce: University of Pardubice, Faculty of Economics and Administration

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  • Título:
    Expertní systém Type-2 fuzzy logika pro investiční analýzu
  • Autor: Janková, Zuzana ; Dostál, Petr
  • Assuntos: Expert systems ; Fuzzy logic ; Investment policy ; Securities markets
  • É parte de: Scientific Papers of the University of Pardubice. Series D, Faculty of Economics and Administration, 2019-01 (47), p.79
  • Descrição: In this paper, a higher degree of fuzzy logic type-2 fuzzy logic is presented as decision making process of investment. There is a key difference between type-2 and type-1 fuzzy logic. The application is made on the Czech stock market and is used to decide on investing in PX index stocks. The proposed type 2 fuzzy model uses the return and risk of investment instruments as input variables. The system created is able to generate aggregate models from a certain number of language rules, allowing the investor to understand the generated financial model. The use of T2FLS can lead to more realistic and accurate results than T1FLS.
  • Editor: Pardibuce: University of Pardubice, Faculty of Economics and Administration
  • Idioma: Tcheco

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