Zdrojový dokument:Scientific papers of the University of Pardubice. Series D, Faculty of Economics and Administration. 47/2019
ISSN:1211-555X (Print)
Abstrakt:
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.