Title:

Supporting multicriteria fuzzy decisions on the forex market

Subtitle:

Raport Badawczy = Research Report ; RB/6/2017

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:

23 pages ; 21 cm ; Bibliography p. 21-23

Subject and Keywords:

Fuzzy sets ; Decision support ; Zbiory rozmyte ; Foreign exchange ; Obrót dewizowy ; Wspomaganie decyzji

Abstract:

In this paper a fuzzy, multicriteria approach is proposed to extand and valuate information for analysis of the market situation. The values calculated for different indicators are treated as criteria.The efficiency 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 are introduced describing preferences of the decision maker. An algorithm is proposed generating Pareto-optimal variants of currency pairs presented to the decision maker. The method proposed allows to extend number of analyzed currency pairs without visibly increasing the computation time.

Relation:

Raport Badawczy = Research Report

Resource type:

Text

Detailed Resource Type:

Report

Source:

RB-2017-06

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