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Application of financial market approaches related to uncertainty into the area of Corporate Finance

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  • Václav Leinweber

Abstract

Methods how to face the uncertainty has been developed for a long time in area of financial markets, therefore many applicable approaches, capable to deal with the matter of uncertainty are available. Combining these methods with Bart Kosko´s theory of fuzzy sets results on general principle show to deal with uncertainty. The paperworks with month, week and daily Charts, based on CFD-SP500.I figures. Using indicators MACDH and RSI enabled evaluation of prospective occurance of divergence, where fuzzy approach, based on Bart Kosko theory of fuzzy sets, comprising charts of Kosko´s two-dimensionals fuzzy hypercubes, was adapted with regard to a requirement to describe both long and short position in the same 2-D hypercube chart. This modified hypercube enables very easy interpretation of all collected results, received via analysis of particular indicators.

Suggested Citation

  • Václav Leinweber, 2012. "Application of financial market approaches related to uncertainty into the area of Corporate Finance," Ekonomika a Management, Prague University of Economics and Business, vol. 2012(2), pages 24-36.
    • Handle: RePEc:prg:jnleam:v:2012:y:2012:i:2:id:164:p:24-36
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    Keywords

    uncertainty; CFD; Divergence; Fuzzy; Kosko; MACDH; RSI; SP500.I; CFD; Divergence; Fuzzy; Kosko; MACDH; Neurčitost; RSI; SP500.I;
    All these keywords.

    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

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