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

نویسندگان

  • Zdenek Broz
  • Petr Dostál
چکیده

This paper discusses the use of fuzzy logic and modeling as a decision making support for long-term investment decisions in financial markets. A simple model is proposed to calculate recommendations for 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 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 investing.

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تاریخ انتشار 2012