Fuzzy Estimation of the Character of the Securities Market
To make the right decisions regarding the purchase or sale of financial assets the definition of the nature of the securities market is required. Existing methods of evaluation of the state securities market does not fully take into account the probability distribution of the states and fuzzy-multip...
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| Format: | Article |
| Language: | English |
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MGIMO University Press
2015-04-01
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| Series: | Vestnik MGIMO-Universiteta |
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| Online Access: | https://www.vestnik.mgimo.ru/jour/article/view/334 |
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| author | G. Y. Ratushnyak A. G. Sukhanova |
| author_facet | G. Y. Ratushnyak A. G. Sukhanova |
| author_sort | G. Y. Ratushnyak |
| collection | DOAJ |
| description | To make the right decisions regarding the purchase or sale of financial assets the definition of the nature of the securities market is required. Existing methods of evaluation of the state securities market does not fully take into account the probability distribution of the states and fuzzy-multiple description of the character of securities market. For the efficient operation of the securities market new methods of analysis and forecasting of its state are required. In this paper we propose a fuzzy-multiple algorithm to evaluate the character of the securities market. This algorithm contains the operations of fuzzy sets theory. The fuzzy of the character of the securities market manifests itself in the «blur» of the boundaries of its varieties. The expert system of a fuzzy conclusion is developed for an estimation of the character of the securities market. In this article the expert system of fuzzy inference was developed for a fuzzy assessment of the character of the securities market. As instrumental development environment a system of computer mathematics Mathcad was used. For the characteristics of the market RTS Index was used. Developed expert system allows to enter specific values of the input indicators to obtain an estimate of the character of the securities market. The use of this expert system allows system users to resolve uncertainty when making decisions, to navigate the situation on the securities market and make the right decisions regarding the purchase or sale of financial assets. Developed in the work of the expert system was applied for the case volatility market. |
| format | Article |
| id | doaj-art-eeb19e84f88246aab8cb9ecb171304a6 |
| institution | Kabale University |
| issn | 2071-8160 2541-9099 |
| language | English |
| publishDate | 2015-04-01 |
| publisher | MGIMO University Press |
| record_format | Article |
| series | Vestnik MGIMO-Universiteta |
| spelling | doaj-art-eeb19e84f88246aab8cb9ecb171304a62025-01-30T12:16:12ZengMGIMO University PressVestnik MGIMO-Universiteta2071-81602541-90992015-04-0102(41)18018510.24833/2071-8160-2015-2-41-180-185334Fuzzy Estimation of the Character of the Securities MarketG. Y. Ratushnyak0A. G. Sukhanova1Autonomous non-profit organization for higher education «The Odintsovo University for the Humanities»Federal state budgetary educational institution of higher professional education «The Moscow state industrial University»To make the right decisions regarding the purchase or sale of financial assets the definition of the nature of the securities market is required. Existing methods of evaluation of the state securities market does not fully take into account the probability distribution of the states and fuzzy-multiple description of the character of securities market. For the efficient operation of the securities market new methods of analysis and forecasting of its state are required. In this paper we propose a fuzzy-multiple algorithm to evaluate the character of the securities market. This algorithm contains the operations of fuzzy sets theory. The fuzzy of the character of the securities market manifests itself in the «blur» of the boundaries of its varieties. The expert system of a fuzzy conclusion is developed for an estimation of the character of the securities market. In this article the expert system of fuzzy inference was developed for a fuzzy assessment of the character of the securities market. As instrumental development environment a system of computer mathematics Mathcad was used. For the characteristics of the market RTS Index was used. Developed expert system allows to enter specific values of the input indicators to obtain an estimate of the character of the securities market. The use of this expert system allows system users to resolve uncertainty when making decisions, to navigate the situation on the securities market and make the right decisions regarding the purchase or sale of financial assets. Developed in the work of the expert system was applied for the case volatility market.https://www.vestnik.mgimo.ru/jour/article/view/334system of a fuzzy conclusionfuzzy set theorythe volatility of the marketthe expert system |
| spellingShingle | G. Y. Ratushnyak A. G. Sukhanova Fuzzy Estimation of the Character of the Securities Market Vestnik MGIMO-Universiteta system of a fuzzy conclusion fuzzy set theory the volatility of the market the expert system |
| title | Fuzzy Estimation of the Character of the Securities Market |
| title_full | Fuzzy Estimation of the Character of the Securities Market |
| title_fullStr | Fuzzy Estimation of the Character of the Securities Market |
| title_full_unstemmed | Fuzzy Estimation of the Character of the Securities Market |
| title_short | Fuzzy Estimation of the Character of the Securities Market |
| title_sort | fuzzy estimation of the character of the securities market |
| topic | system of a fuzzy conclusion fuzzy set theory the volatility of the market the expert system |
| url | https://www.vestnik.mgimo.ru/jour/article/view/334 |
| work_keys_str_mv | AT gyratushnyak fuzzyestimationofthecharacterofthesecuritiesmarket AT agsukhanova fuzzyestimationofthecharacterofthesecuritiesmarket |