Detail publikace

Fuzzy Logic Investment Support on the Financial Market

DOSTÁL, P. BROŽ, Z.

Originální název

Fuzzy Logic Investment Support on the Financial Market

Typ

článek v časopise - ostatní, Jost

Jazyk

angličtina

Originální abstrakt

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.

Klíčová slova

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

Autoři

DOSTÁL, P.; BROŽ, Z.

Rok RIV

2011

Vydáno

20. 6. 2011

Nakladatel

International Institute of Forecasters

Místo

USA

ISSN

1997-4116

Periodikum

International Symposium on Forecasting

Ročník

1

Číslo

1

Stát

Spojené státy americké

Strany od

47

Strany do

52

Strany počet

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"
}