Metadata language
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: Date issued/created: Description:23 stron ; 21 cm ; Bibliografia s. 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: Detailed Resource Type: Source: Language: Language of abstract: Rights:Licencja Creative Commons Uznanie autorstwa 4.0
Terms of use:Zasób chroniony prawem autorskim. [CC BY 4.0 Międzynarodowe] Korzystanie dozwolone zgodnie z licencją Creative Commons Uznanie autorstwa 4.0, której pełne postanowienia dostępne są pod adresem: ; -
Digitizing institution:Instytut Badań Systemowych Polskiej Akademii Nauk
Original in:Biblioteka Instytutu Badań Systemowych PAN
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