Application of financial market approaches related to uncertainty into the area of Corporate Finance
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.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 2012 (2012)
Issue (Month): 2 ()
|Contact details of provider:|| Postal: nam. W. Churchilla 4, 130 67 Praha 3|
Phone: (02) 24 09 51 11
Fax: (02) 24 22 06 57
Web page: http://www.vse.cz/
More information through EDIRC
|Order Information:|| Postal: Redakce Ekonomika a management, Vysoká škola ekonomická v Praze, nám. W. Churchilla 4, 130 67 Praha 3|
Web: http://www.vse.cz/eam/ Email:
When requesting a correction, please mention this item's handle: RePEc:prg:jnleam:v:2012:y:2012:i:2:id:164:p:24-36. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Frantisek Sokolovsky)
If references are entirely missing, you can add them using this form.