Expertní systém Type-2 fuzzy logika pro investiční analýzu
ČlánekOtevřený přístuppeer-reviewedpublishedSoubory
Datum publikování
2019
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University of Pardubice
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.
Rozsah stran
p. 79 - 90 (12 s.)
ISSN
1211-555X (Print)
1804-8048 (Online)
1804-8048 (Online)
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Zdrojový dokument
Scientific papers of the University of Pardubice. Series D, Faculty of Economics and Administration. 47/2019
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Klíčová slova
artificial neural networks, czech stock market, fuzzy logic, interval Type-2 Fuzzy Logic, investment analysis, soft computing