Expertní systém Type-2 fuzzy logika pro investiční analýzu

Show simple item record Janková, Zuzana Dostál, Petr 2020-02-05T14:06:14Z 2020-02-05T14:06:14Z 2019
dc.identifier.issn 1211-555X (Print)
dc.identifier.issn 1804-8048 (Online)
dc.description.abstract 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. en
dc.format p. 79 - 90 (12 s.)
dc.language.iso cze
dc.publisher University of Pardubice en
dc.relation.ispartof Scientific papers of the University of Pardubice. Series D, Faculty of Economics and Administration. 47/2019 en
dc.rights open access en
dc.subject artificial neural networks en
dc.subject czech stock market en
dc.subject fuzzy logic en
dc.subject interval Type-2 Fuzzy Logic en
dc.subject investment analysis en
dc.subject soft computing en
dc.title Expertní systém Type-2 fuzzy logika pro investiční analýzu cze
dc.title.alternative Interval Type-2 fuzzy logic expert system for investment analysis en
dc.type Article en
dc.peerreviewed yes en
dc.publicationstatus published en
dc.subject.jel G11
dc.subject.jel G12
dc.subject.jel C45

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