Projects & Grants

Internal Grant Competition DGC
START-UP grant

New approaches to forecasting of financial time series within fuzzy-probabilistic setting
Project Id23-06280S
Main solverdoc. RNDr. Michal Holčapek, Ph.D.
Period1/2023 - 12/2025
ProviderGrantová agentura ČR
AnotationBased on the contemporary research and knowledge in the theory of fuzzy transform, methods of fuzzy natural logic and probability theory on one side, and financial modelling on the other side, the project focuses on development of methods, which combine fuzzy transform, methods of fuzzy natural logic, and selected classical probabilistic methods and are suitable for analysis and modelling of various financial time series. Particularly, the project aims at (1) development of new approaches to financial time series analysis, modeling and forecasting within fuzzyprobabilistic settings; (2) extension of methods for mining information from financial time series (both single as well as multivariate ones); (3) development of new methods for modeling causal relationships between leading time series and financial time series of interest, and their application to forecasting; (4) utilization of the methods developed above in selected problems of corporate finance and financial markets.