Detail publikace

Applications of Fuzzy Mathematical Programming to Investment Decisions

JANKOVÁ, Z.

Originální název

Applications of Fuzzy Mathematical Programming to Investment Decisions

Typ

abstrakt

Jazyk

angličtina

Originální abstrakt

The paper is focused on the problem and practical application of fuzzy mathematical programming to investment decision making process. Fuzzy logic uses vaguely characterized expert knowledge and allows the inclusion of subjective or intuitive characteristics of the expert in selectedmodels. Fuzzy logic is applied to the Czech stock market, specifically to stock titles of the PX index. The Fuzzy model contains four input variables and one output variable, whichdetermines whether the investment in a particular instrument is appropriate. Based on the model, the investor can generate decisions based on personal preferences and investment goals, which is an immense advantage of fuzzy logic.

Klíčová slova

fuzzy logic, fuzzy mathematical programming, Czech stock market, PX index

Autoři

JANKOVÁ, Z.

Vydáno

25. 4. 2019

Nakladatel

OZ Ekonómia

Místo

Banská Bystrica, Slovakia

ISBN

978-80-89382-02-6

Kniha

Scientia Iuventa 2019. Book of abstracts from international conference of doctoral students

Strany od

19

Strany do

62

Strany počet

44

BibTex

@misc{BUT157025,
  author="Zuzana {Janková}",
  title="Applications of Fuzzy Mathematical Programming to Investment Decisions",
  booktitle="Scientia Iuventa 2019. Book of abstracts from international conference of doctoral students",
  year="2019",
  pages="44",
  publisher="OZ Ekonómia",
  address="Banská Bystrica, Slovakia",
  isbn="978-80-89382-02-6",
  note="abstract"
}