Joint Proceedings of the 19th World Congress of the International Fuzzy Systems Association (IFSA), the 12th Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT), and the 11th International Summer School on Aggregation Operators (AGOP)

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Analysis of the Relation Among Global Stocks Using Fuzzy/Linguistic IF-THEN Rules

Authors
Sina Mirshahi, Soheyla Mirshahi, Vilém Novák
Corresponding Author
Soheyla Mirshahi
Available Online 30 August 2021.
DOI
10.2991/asum.k.210827.012How to use a DOI?
Keywords
Stocks relation, fuzzy modeling, time series analysis
Abstract

In this paper, using a fuzzy mathematical model, we analyze multiple stocks and produce a description for their interrelation. Our analysis is based on theories of F-transform and fuzzy natural logic. The suggested method consists of two main steps; first, we smooth out time series using F-transform. Afterward, we evaluate their similarities in different lags and provide a linguistic description of their interrelations. A python package is developed to automatize the suggested method fully. The method is tested on 26 global stocks from five different regions.

Copyright
© 2021, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Joint Proceedings of the 19th World Congress of the International Fuzzy Systems Association (IFSA), the 12th Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT), and the 11th International Summer School on Aggregation Operators (AGOP)
Series
Atlantis Studies in Uncertainty Modelling
Publication Date
30 August 2021
ISBN
978-94-6239-423-0
ISSN
2589-6644
DOI
10.2991/asum.k.210827.012How to use a DOI?
Copyright
© 2021, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

risenwbib
TY  - CONF
AU  - Sina Mirshahi
AU  - Soheyla Mirshahi
AU  - Vilém Novák
PY  - 2021
DA  - 2021/08/30
TI  - Analysis of the Relation Among Global Stocks Using Fuzzy/Linguistic IF-THEN Rules
BT  - Joint Proceedings of the 19th World Congress of the International Fuzzy Systems Association (IFSA), the 12th Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT), and the 11th International Summer School on Aggregation Operators (AGOP)
PB  - Atlantis Press
SP  - 88
EP  - 94
SN  - 2589-6644
UR  - https://doi.org/10.2991/asum.k.210827.012
DO  - 10.2991/asum.k.210827.012
ID  - Mirshahi2021
ER  -