Using Fuzzy Datacubes in the Study of Trading Strategies
ثبت نشده
چکیده
A fuzzy multidimensional model can be used for exploratory analysis, modelling complex concepts that are very difficult to use in crisp ones. Some problems, as the edge problem, can be reduced using this approach. To hide the complexity of the fuzzy logic in this situation is important. In this paper we present an application of a fuzzy multidimensional model, that uses two layer representation to hide the complexity to the user, in the study of trading strategies.
منابع مشابه
Using fuzzy datacubes in the study of trading strategies
A fuzzy multidimensional model can be used for exploratory analysis, modelling complex concepts that are very difficult to use in crisp ones. Some problems, as the edge problem, can be reduced using this approach. To hide the complexity of the fuzzy logic in this situation is important. In this paper we present an application of a fuzzy multidimensional model, that uses two layer representation...
متن کاملEXPECTED PAYOFF OF TRADING STRATEGIES INVOLVING EUROPEAN OPTIONS FOR FUZZY FINANCIAL MARKET
Uncertainty inherent in the financial market was usually consid- ered to be random. However, randomness is only one special type of uncer- tainty and appropriate when describing objective information. For describing subjective information it is preferred to assume that uncertainty is fuzzy. This paper defines the expected payoof trading strategies in a fuzzy financial market within the framewor...
متن کاملProfitability of Momentum and Contrarian Strategies Based on Trading Volume in Tehran Stock Exchange: A Comparison of Emerging Market
In this study, the profitability of contrarian and momentum strategies were traded in mid- term based on trading volume. The stocks were categorized into three parts (high, middle and low) at the outset. Then, the relationship between excess return with three components such as cross-sectional risk, lead-lag effect and time-series pattern were examined based on Jegadeesh and Titman approach.The...
متن کاملStudying the Monthly Effect on the Market Reactions Using Time-Space -Frequency Analysis (Case Study: Tehran Stock Exchange)
Anomaly is an incident or event that cannot be explained by the dominant theories. Anomalies are situated in confronting with the efficient market theory, so that it provides conditions for stock trading strategies with additional returns in case of existing predetermined returns. Therefore, in this study, the anomaly due to monthly effects on the stock volume trading and the Tehran Stock Excha...
متن کاملDetermination of Appropriate Strategies in the Field of Renewable Energies within Iranian Educational System and Prioritization of Them by Using Fuzzy Preference Programming (FPP) Technique
The present study mainly aims to determine appropriate strategies for performing relevant educational programs to promote the level of awareness among different people of society to replace non-renewable energy resources with clean and renewable energy resources as well as to prioritize these strategies for use in the educational system of Iran. This study is conducted in two stages. In the fir...
متن کامل