Title:

A decision support system on the forex market using the fuzzy multicriteria approach

Subtitle:

Raport Badawczy = Research Report ; RB/9/2017

Creator:

Juszczuk, Przemysław ; Kruś, Lech

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Date issued/created:

2017

Description:

48 pages ; 21 cm ; Bibliography p. 44-48

Subject and Keywords:

Fuzzy sets ; Decision support ; Multicriteria decision making ; Zbiory rozmyte ; Wielokryterialne podejmowanie decyzji ; Wsparcie decyzyjne ; Foreign exchange ; Obrót dewizowy

Abstract:

The paper deals with the problem of multiple criteria decision making on the Forex market. A new decision support system based on concepts of fuzzy sets theory and multicriteria analysis was proposed. The effectiveness of the proposed approach is confirmed with the use of numerical experiments on real data from the Forex market for two and three criteria examples with successive readings and different parameter settings.

Relation:

Raport Badawczy = Research Report

Resource type:

Text

Detailed Resource Type:

Report

Source:

RB-2017-09

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open