Using Rough logic for predicting price movements on financial markets

but.event.date9.12.2016cs
but.event.titleWorkshop specifického výzkumu 2016cs
dc.contributor.authorKutnar, Petr
dc.date.accessioned2017-03-06T09:46:58Z
dc.date.available2017-03-06T09:46:58Z
dc.date.issued2016-12-09cs
dc.description.abstractFinancial markets and especially their movements are very difficult to predict. For this reason, it cannot be clearly concluded what market will do. We cannot use basic logical operators such as if A happens, then comes B. Since we cannot use simple decision rules and we work in high uncertainty we cannot easily build classical mathematical model because of uncertainty of each and every result. However to analyze this type of data we can used Rough logic which is design to work with uncertainty. The aim of this thesis is use of Rough logic to create a mathematical model, which will be able to some extent to understand and eventually predict individual market movements. Market uncertainty Purpose of the article: Using Rough logic for predicting price movements. Scientific aim: Rough Set. Conclusions: Methodology for using Rough set in financial markets.en
dc.formattextcs
dc.format.extent50-53cs
dc.format.mimetypeapplication/pdfen
dc.identifier.citationWorkshop specifického výzkumu 2016. 2016, s. 50-53. ISBN 978-80-214-5472-9.cs
dc.identifier.isbn978-80-214-5472-9
dc.identifier.urihttp://hdl.handle.net/11012/63858
dc.language.isoencs
dc.publisherVysoké učení technické v Brně,Fakulta podnikatelskács
dc.relation.ispartofWorkshop specifického výzkumu 2016cs
dc.rights© Vysoké učení technické v Brně,Fakulta podnikatelskács
dc.rights.accessopenAccessen
dc.subjectRoughen
dc.subjectLogicen
dc.subjectFinancial Marketen
dc.subjectMarket Priceen
dc.subjectFinancial Market Predictionen
dc.subjectStatisticen
dc.titleUsing Rough logic for predicting price movements on financial marketsen
dc.type.driverconferenceObjecten
dc.type.statusPeer-revieweden
dc.type.versionpublishedVersionen
eprints.affiliatedInstitution.departmentFakulta podnikatelskács
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