Detail publikace

Fuzzy Logic Decision Support for Long-term Investing in the Financial Markets

BROŽ, Z. DOSTÁL, P.

Originální název

Fuzzy Logic Decision Support for Long-term Investing in the Financial Markets

Typ

článek v časopise ve Web of Science, Jimp

Jazyk

angličtina

Originální abstrakt

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.

Klíčová slova

Fuzzy logic, decision making, investing, financial market

Autoři

BROŽ, Z.; DOSTÁL, P.

Rok RIV

2012

Vydáno

5. 9. 2012

Nakladatel

Springer-Verlag

Místo

Berlin Heildeberg

ISSN

2194-5357

Periodikum

Advances in Intelligent Systems and Computing

Ročník

192

Číslo

1

Stát

Švýcarská konfederace

Strany od

113

Strany do

123

Strany počet

11

URL

http://apps.webofknowledge.com/full_record.do?product=WOS&search_mode=GeneralSearch&qid=2&SID=U1hLc7@HFC65e2CocHJ&page=1&doc=4

BibTex

@article{BUT93833,
  author="Zdeněk {Brož} and Petr {Dostál}",
  title="Fuzzy Logic Decision Support for Long-term Investing in the Financial Markets",
  journal="Advances in Intelligent Systems and Computing",
  year="2012",
  volume="192",
  number="1",
  pages="113--123",
  issn="2194-5357",
  url="http://apps.webofknowledge.com/full_record.do?product=WOS&search_mode=GeneralSearch&qid=2&SID=U1hLc7@HFC65e2CocHJ&page=1&doc=4"
}