Publication detail

Fuzzy Logic Investment Support on the Financial Market

DOSTÁL, P. BROŽ, Z.

Original Title

Fuzzy Logic Investment Support on the Financial Market

Type

journal article - other

Language

English

Original Abstract

This paper discusses the use of fuzzy logic and modeling as a decision making support for long-term investment decisions on financial markets. A simple model is proposed to calculate recommendations for the investors. This research required thorough analysis of historical data that lead to 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 on the financial markets. The purpose of the model is to evaluate the current market situation, compare current situation to similar situations in the past and to provide investment recommendations for long-term investing.

Keywords

Fzzy logic, stock market, investment, decision, support, chaos, MATLAB

Authors

DOSTÁL, P.; BROŽ, Z.

RIV year

2011

Released

20. 6. 2011

Publisher

International Institute of Forecasters

Location

USA

ISBN

1997-4116

Periodical

International Symposium on Forecasting

Year of study

1

Number

1

State

United States of America

Pages from

47

Pages to

52

Pages count

6

BibTex

@article{BUT72509,
  author="Petr {Dostál} and Zdeněk {Brož}",
  title="Fuzzy Logic Investment Support on the Financial Market",
  journal="International Symposium on Forecasting",
  year="2011",
  volume="1",
  number="1",
  pages="47--52",
  issn="1997-4116"
}