Projects & Grants
| New approaches to financial time series modelling based on soft computing | |
|---|---|
| Project Id | 18-13951S |
| Main solver | prof. Ing. Vilém Novák, DrSc. |
| Period | 1/2018 - 12/2020 |
| Provider | Standardní projekt GA ČR |
| State | finished |
| Anotation | Financial time series is a sequence of values of financial quantities in time, such as stock prices, risk measures or performance measures. Since the values of financial quantities strongly depends on human behavior, it is natural to observe some form of uncertainty or even vagueness in their evolution over time. Within this project we aim on the analysis of financial time series and development of specific methods combining fuzzy transform and fuzzy natural logic with application within solution of univariate as well as multidimensional issues of financial modeling, such as density function estimation, price trend prediction, portfolio selection or performance ratio estimation. |
