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Liczba wyników
2011 | nr 3 | 77-90
Tytuł artykułu

Zastosowanie syntezy logiki rozmytej i teorii Dempstera-Shafera w systemie transakcyjnym

Autorzy
Warianty tytułu
Języki publikacji
PL
Abstrakty
EN
As a result of rapid technological development of IT industry, traders are now equipped with a number of systems supporting their work. The paper presents the developed transaction-based strategy based on the synthesis of fuzzy logic and Dempster-Shafer theory taking into account two different sources of evidence: oscillators and technical analysis indicators determining the strength of the current trend. The developed strategy was implemented in the form of information trading system and optimized using real data from the foreign exchange market (Forex). The system’s efficacy has been proved (tested after optimization stage) using the quotation of prices of the currency pairs EURUSD and GBPUSD (from 01.07.2010 to 30.04.2011). The advantage of the system is that it generates a large number of trading signals, that allows us for an active participation in the market and a very quick closing bad positions. The studies showed that the strategy for the transaction is highly effective (over 70% accurate decisions).
Wydawca

Rocznik
Tom
Strony
77-90
Opis fizyczny
Bibliogr. 28 poz., rys., tab.
Twórcy
  • Politechnika Częstochowska, Wydział Inżynierii Mechanicznej i Informatyki
Bibliografia
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  • [23] Yang J. B., Xu D. L. On the evidential reasoning algorithm for multiple attribute decision analysis under uncertainty. IEEE Transactions on Systems, Man, and Cybernetics – Part A: Systems and Humans, 32(3), 2002, s. 289–304
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Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.baztech-article-BPS3-0022-0064
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