Comparison Uncertainty of Different Types of Membership Functions in T2FLS: Case of International Financial Market

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dc.contributor.authorJanková, Zuzanacs
dc.contributor.authorRakovská, Evacs
dc.coverage.issue2cs
dc.coverage.volume12cs
dc.date.accessioned2022-03-14T15:56:42Z
dc.date.available2022-03-14T15:56:42Z
dc.date.issued2022-01-17cs
dc.description.abstractThis article deals with the determination and comparison of different types of functions of the type-2 interval of fuzzy logic, using a case study on the international financial market. The model is demonstrated on the time series of the leading stock index DJIA of the US market. Type-2 Fuzzy Logic membership features are able to include additional uncertainty resulting from unclear, uncertain or inaccurate financial data that are selected as inputs to the model. Data on the financial situation of companies are prone to inaccuracies or incomplete information, which is why the type-2 fuzzy logic application is most suitable for this type of financial analysis. This paper is primarily focused on comparing and evaluating the performance of different types of type-2 fuzzy membership functions with integrated additional uncertainty. For this purpose, several model situations differing in shape and level or degree of uncertainty of membership functions are constructed. The results of this research show that type-2 fuzzy sets with dual membership functions is a suitable expert system for highly chaotic and unstable international stock markets and achieves higher accuracy with the integration of a certain level of uncertainty compared to type-1 fuzzy logic.en
dc.formattextcs
dc.format.extent1-21cs
dc.format.mimetypeapplication/pdfcs
dc.identifier.citationApplied Sciences - Basel. 2022, vol. 12, issue 2, p. 1-21.en
dc.identifier.doi10.3390/app12020918cs
dc.identifier.issn2076-3417cs
dc.identifier.other176605cs
dc.identifier.urihttp://hdl.handle.net/11012/203967
dc.language.isoencs
dc.publisherMDPIcs
dc.relation.ispartofApplied Sciences - Baselcs
dc.relation.urihttps://www.mdpi.com/2076-3417/12/2/918cs
dc.rightsCreative Commons Attribution 4.0 Internationalcs
dc.rights.accessopenAccesscs
dc.rights.sherpahttp://www.sherpa.ac.uk/romeo/issn/2076-3417/cs
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/cs
dc.subjectcomputational financeen
dc.subjectfuzzy logicen
dc.subjectmembership functionen
dc.subjectType-1 fuzzy setsen
dc.subjectT1FLSen
dc.subjectType-2 fuzzy setsen
dc.subjectT2FLSen
dc.titleComparison Uncertainty of Different Types of Membership Functions in T2FLS: Case of International Financial Marketen
dc.type.driverarticleen
dc.type.statusPeer-revieweden
dc.type.versionpublishedVersionen
sync.item.dbidVAV-176605en
sync.item.dbtypeVAVen
sync.item.insts2022.03.20 20:54:29en
sync.item.modts2022.03.20 20:14:30en
thesis.grantorVysoké učení technické v Brně. Fakulta podnikatelská. Ústav informatikycs
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