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1

Supporting decisions on the Forex market using fuzzy approach

Juszczuk Przemysław, Kruś Lech

Journal of Automation Mobile Robotics and Intelligent Systems

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2020

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Vol. 14, No. 2

50--62

EN

A new concept of the multicriteria fuzzy trading system using the technical analysis is proposed. The existing trading systems use different indicators of the technical analysis and generate buy or sell signal only when assumed conditions for a given indicator are satisfied. The information presented to the trader – decision maker is binary. The decision maker obtains a signal or no. In comparison to the existing traditional systems called as crisp, the proposed system treats all considered indicators jointly using the multicriteria approach and the binary information is extended with the use of the fuzzy approach. Currency pairs are considered as variants in the multicriteria space in which criteria refer to different technical indicators. The introduced domination relation allows generating the most efficient, non‐dominated (Pareto optimal) variants in the space. An algorithm generated these non-dominated variants is proposed. It is implemented in a computer‐based system assuring the sovereignty of the decision maker. We compare the proposed system with the traditional crisp trading system. It is made experimentally on different sets of real‐world data for three different types of trading: short‐term, medium and long‐term trading. The achieved results show the computational efficiency of the proposed system. The proposed approach is more robust and flexible than the traditional crisp approach. The set of variants derived for the decision maker in the case of the proposed approach includes only non‐dominated variants, what is not possible in the case of the traditional crisp approach. The reservation point and its impact on the overall results are measured with the use of the sensitivity analysis.

2

Inwestycje na rynku Forex

Juraszek Andrzej

Era Energii

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2020

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nr 1

28--30

PL

Przybliżenie działania rynku Forex, jako możliwości dywersyfikacji portfela inwestycyjnego lub jako całkowitego źródła dochodu z możliwością zarabiania 24h przez prawie 365 dni w roku. Zaprezentowana została tutaj historia rozwoju, a także obecna forma handlu walutami, która daje nieograniczone wręcz możliwości inwestorowi ze znikomymi kosztami. Ukazane zostały najważniejsze terminy związane z handlem walut, a także ryzyko z tym związane. Dodatkowo przedstawiono wstęp do analizy technicznej, która zostanie przedstawiona w kolejnym artykule, a która jest kluczowa do przeprowadzania zyskownych transakcji.

EN

Presenting the operation of the Forex market as an opportunity to diversify the investment portfolio or as a total source of income with the possibility of earning 24 hours for almost 365 days a year. The history of development is presented here and also the current form of currency trading, which gives the investor unlimited possibilities with minimal costs. The most important terms related to currency trading have been shown and the risk related to it. In addition, an introduction to technical analysis was presented, which will be presented in the next article, and which is crucial for conducting profitable transactions.

3

Zarządzanie ryzykiem na rynku walutowym Forex

Zaborowski H.

Nowoczesne Systemy Zarządzania

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2017

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T. 12, nr 4

157--165

PL

Forex jest największym rynkiem finansowym na świecie. Szacowane dzienne obroty w kwietniu 2013 r. wynosiły około 5,3 biliona dolarów amerykańskich. Forex dzięki swoim cechom wyróżnia się na tle innych rynków i przyciąga miliony inwestorów na całym świecie. Jednocześnie należy podkreślić, że jest to bardzo trudny rynek i zanim przystąpi się do inwestowania, dobrze jest zdobyć jak najwięcej wiedzy w tym zakresie. W artykule skupię się na istocie Forexu oraz odpowiem na pytanie, jak można uchronić się przed utratą pieniędzy, skutecznie zarządzając ryzykiem na tym rynku finansowym.

EN

Forex is the largest financial market in the world. Estimated daily turnover in April 2013 was approximately $ 5.3 trillion. Forex is distinguished by its features in comparison with other markets and attracts millions of investors around the world. At the same time, it is a very difficult market, and before investing, it is good to get as much knowledge as possible. In this article I will focus on the essence of Forex and will answer the question of how you can prevent yourself from losing money effectively managing the Forex market risk.

4

Rough Set Based Reasoning About Changes

Skowron A., Stepaniuk J., Jankowski A., Bazan J.G., Swiniarski R.

Fundamenta Informaticae

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2012

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Vol. 119, nr 3/4

421-437

EN

We consider several issues related to reasoning about changes in systems interacting with the environment by sensors. In particular, we discuss challenging problems of reasoning about changes in hierarchical modeling and approximation of transition functions or trajectories. This paper can also be treated as a step toward developing rough calculus.

5

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

Kaczmarek K.

Metody Informatyki Stosowanej

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2011

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nr 3

77-90

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).

6

Centre of excellence Malet - durability of the project

Bieńkowska A.

Prace Naukowe Instytutu Podstaw Elektrotechniki i Elektrotechnologii Politechniki Wrocławskiej. Konferencje

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2006

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Vol. 43, nr 17

12-18

EN

A design project is a defined in time action taken in order to create a unique product or service. The term product, in this case, is very broad. The uniqueness of the product means that the product differs in some dimension from all other products and services. The objective of the designing process is to create something that has not existed yet. Defining the project in time means scheduling the beginning and the end of the project. The project ends when the objective has been achieved, or when it becomes clear that it is not possible to achieve the objective. Projects can be undertaken on all levels of the organization. They can be carried out by one person or a group of people. They can take several hours or several years to complete. Projects can pertain to a specific unit, to the whole organization, or to multiple businesses. Design projects are often a vital component in executing a business strategy. Regardless of the kind and nature of a design project, the project groups always face two contradictory aspects of the project: its temporary nature and its durability. The temporary nature of the project means the necessity of completing the project by deadline. This temporary nature of the project forces the executors (and the financing institutions) to consider the durability of the project, i.e. the mechanisms that ensure continuation of the benefits coming from the project after it is completed [2, 5]. The temporary nature and durability of the projects seem to have a special meaning in actions taken in order to create centres, organizations or organizational structures that lead the scientific investigations and researches, as well as create the modern technologies (including training activities), functioning under the name of Centres of Excellence - CoE. In such projects, the durability is one of the most important parts of project realization. In this context, the goal of the paper is to present the activity of the Centre of Excellence for Low-Energy Consuming Technologies in Electrotechnics MALET, as well as to point out possibilities of continuations of its benefits after the MALET project would be completed.

7

Automatyczne systemy transakcyjne, od teorii do praktyki

Gronowski M., Kaczmarski M., Sewastianow P.

Informatyka Teoretyczna i Stosowana

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2005

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R. 5, nr 8

201-213

PL

Automatyczne systemy transakcyjne, czyli odpowiednie systemy komputerowe, które, bądź to wspomagają procesy decyzyjny gracza, bądź to same podejmują decyzję na rynku, są zjawiskiem dosyć nowym. Wraz z rozwojem systemów komputerowych ludzie zaczęli dostrzegać, że komputer może być narzędziem pomocnym każdemu uczestnikowi rynku. Implementacja systemów niestety dla zwykłego tradera jest czasami czynnością nazbyt skomplikowaną, jest to zadanie dla informatyka. Celem niniejszej pracy jest przybliżenie teorii automatycznych systemów transakcyjnych, ich zalet oraz wad, jak i również prezentacja aplikacji TMM pozwalającej wdrażać systemy automatyczne na rynku Forem.

8

Economic prediction using neural network

Małolepszy A., Szwebs M.

Journal of Applied Computer Science

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1999

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Vol. 7, nr 1

15-20

EN

The paper presents possibilities of neural networks in economic prediction. Different structures of neural networks were examined in forecasting of foreign exchange rates on Polish inter-bank forex market.