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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Autores principales:	G. Y. Ratushnyak, A. G. Sukhanova
Formato:	article
Lenguaje:	EN RU
Publicado:	MGIMO University Press 2015
Materias:	system of a fuzzy conclusion fuzzy set theory the volatility of the market the expert system International relations JZ2-6530
Acceso en línea:	https://doaj.org/article/eeb19e84f88246aab8cb9ecb171304a6
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spelling	oai:doaj.org-article:eeb19e84f88246aab8cb9ecb171304a62021-11-23T14:50:59ZFuzzy Estimation of the Character of the Securities Market2071-81602541-909910.24833/2071-8160-2015-2-41-180-185https://doaj.org/article/eeb19e84f88246aab8cb9ecb171304a62015-04-01T00:00:00Zhttps://www.vestnik.mgimo.ru/jour/article/view/334https://doaj.org/toc/2071-8160https://doaj.org/toc/2541-9099To 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.G. Y. RatushnyakA. G. SukhanovaMGIMO University Pressarticlesystem of a fuzzy conclusionfuzzy set theorythe volatility of the marketthe expert systemInternational relationsJZ2-6530ENRUVestnik MGIMO-Universiteta, Vol 0, Iss 2(41), Pp 180-185 (2015)
institution	DOAJ
collection	DOAJ
language	EN RU
topic	system of a fuzzy conclusion fuzzy set theory the volatility of the market the expert system International relations JZ2-6530
spellingShingle	system of a fuzzy conclusion fuzzy set theory the volatility of the market the expert system International relations JZ2-6530 G. Y. Ratushnyak A. G. Sukhanova Fuzzy Estimation of the Character of the Securities Market
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
author	G. Y. Ratushnyak A. G. Sukhanova
author_facet	G. Y. Ratushnyak A. G. Sukhanova
author_sort	G. Y. Ratushnyak
title	Fuzzy Estimation of the Character of the Securities Market
title_short	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_sort	fuzzy estimation of the character of the securities market
publisher	MGIMO University Press
publishDate	2015
url	https://doaj.org/article/eeb19e84f88246aab8cb9ecb171304a6
work_keys_str_mv	AT gyratushnyak fuzzyestimationofthecharacterofthesecuritiesmarket AT agsukhanova fuzzyestimationofthecharacterofthesecuritiesmarket
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Fuzzy Estimation of the Character of the Securities Market

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