Posuzování neurčitosti na finančních trzích za využití fuzzy přístupu a efektu divergence
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 you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.