This paper deals with decisions made by a decision maker using technical analysis on the Forex market. For a number of currency pairs on
the market the decision maker obtains buy or sell signals from transaction systems using technical analysis indicators. The signal is generated
only when the assumed conditions are satised for a given indicator. The
information characterizing every market situation and presented to the
decision maker is binary: he either obtains the signal or does not.
In this paper a fuzzy multicriteria approach is proposed to extend and
valuate information for the analysis of the market situation. The traditional approach with binary characterization of the market situations,
referred to as a crisp approach, is replaced by a fuzzy approach, in which
the strict conditions for which the crisp signal was generated are fuzzy.
The eciency of a given currency pair is estimated using values from the
range <0,1> and is dened by the membership function for each technical
indicator. The values calculated for dierent indicators are treated as
criteria. The eciency of a given currency pair can be analyzed jointly
for several indicators. The currency pairs are compared in the multicriteria space in which domination relations, describing preferences of the
decision maker, are introduced. An algorithm is proposed which generates Pareto-optimal variants of currency pairs presented to the decision
maker. The method proposed allows to extend the number of analyzed
currency pairs, without signicantly increasing the computation time.
Ta witryna wykorzystuje pliki cookies do przechowywania informacji na Twoim komputerze. Pliki cookies stosujemy w celu świadczenia usług na najwyższym poziomie, w tym w sposób dostosowany do indywidualnych potrzeb. Korzystanie z witryny bez zmiany ustawień dotyczących cookies oznacza, że będą one zamieszczane w Twoim komputerze. W każdym momencie możesz dokonać zmiany ustawień dotyczących cookies
Informacja
SZANOWNI CZYTELNICY!
UPRZEJMIE INFORMUJEMY, ŻE BIBLIOTEKA FUNKCJONUJE W NASTĘPUJĄCYCH GODZINACH:
Wypożyczalnia i Czytelnia Główna: poniedziałek – piątek od 9.00 do 19.00