• Brno University of Technology - Centre of Sports Activities
  • Research centres

  • Pravděpodobně máte vypnutý JavaScript. Některé funkce portálu nebudou funkční.

Research & Development Results

Publication detail

Original Title: Fuzzy Logic Decision Support for Long-term Investing in the Financial Markets
Czech Title: Podpora dlouhodobého investování na finančních trzích s pomocí fuzzy logiky
English Title: Fuzzy Logic Decision Support for Long-term Investing in the Financial Markets
Author(s): BROŽ, Z.; DOSTÁL, P.
Type: journal article
Language: en
Original Abstract: 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 of historical 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 in the 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.
Czech abstract: Příspěvek se zabývá problematikou podpory dlouhodobého investování na finančních trzích s pomocí fuzzy logiky.
English abstract: 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 of historical 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 in the 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.
Keywords: Fuzzy logic, decision making, investing, financial market
RIV year: 2012
Released: 05.09.2012
Publisher: Springer-Verlag
Location: Berlin Heildeberg
Pages from: 113
Pages to: 123
Pages count: 11
URL: http://apps.webofknowledge.com/full_record.do?product=WOS&search_mode=GeneralSearch&qid=2&SID=U1hLc7@HFC65e2CocHJ&page=1&doc=4