相关论文: Dynamical Models of Stock Prices Based on Technica…
Technical trading represents a class of investment strategies for Financial Markets based on the analysis of trends and recurrent patterns of price time series. According standard economical theories these strategies should not be used…
In Part II of this paper, we concentrate our analysis on the price dynamical model with the moving average rules developed in Part I of this paper. By decomposing the excessive demand function, we reveal that it is the interplay between…
We propose a mathematical model for the word-of-mouth communications among stock investors through social networks and explore how the changes of the investors' social networks influence the stock price dynamics and vice versa. An investor…
A deterministic trading strategy can be regarded as a signal processing element that uses external information and past prices as inputs and incorporates them into future prices. This paper uses a market maker based method of price…
Many mathematical models utilize limit processes. Continuous functions and the calculus, differential equations and topology, all are based on limits and continuity. However, when we perform measurements and computations, we can achieve…
Neuro-fuzzy systems are a technique of explainable artificial intelligence (XAI). They elaborate knowledge models as a set of fuzzy rules. Fuzzy sets are crucial components of fuzzy rules. They are used to model linguistic terms. In this…
In this study, we propose a fuzzy system for conducting short-term transactions in the forex market. The system is designed to enhance common strategies in the forex market using fuzzy logic, thereby improving the accuracy of transactions.…
One of the main challenges in the area of Neuro-Symbolic AI is to perform logical reasoning in the presence of both neural and symbolic data. This requires combining heterogeneous data sources such as knowledge graphs, neural model…
We use princiles of fuzzy logic to develop a general model representing several processes in a system's operation characterized by a degree of vagueness and/or uncertainy. Further, we introduce three altenative measures of a fuzzy system's…
We use standard physics techniques to model trading and price formation in a market under the assumption that order arrival and cancellations are Poisson random processes. This model makes testable predictions for the most basic properties…
Markets have internal dynamics leading to excess volatility and other phenomena that are difficult to explain using rational expectations models. This paper studies these using a nonequilibrium price formation rule, developed in the context…
Fuzzy modeling has many advantages over the non-fuzzy methods, such as robustness against uncertainties and less sensitivity to the varying dynamics of nonlinear systems. Data-driven fuzzy modeling needs to extract fuzzy rules from the…
This work's purpose is to understand the dynamics of limit order books in order-driven markets. We try to illustrate a dynamical trading mechanism attached to the microstructure of limit order markets. We capture the iterative nature of…
This paper presents a fuzzy system approach to the prediction of nonlinear time-series and dynamical systems. To do this, the underlying mechanism governing a time-series is perceived by a modified structure of a fuzzy system in order to…
Many engineering optimization problems can be considered as linear programming problems where all or some of the parameters involved are linguistic in nature. These can only be quantified using fuzzy sets. The aim of this paper is to solve…
Predicting the time to build software is a very complex task for software engineering managers. There are complex factors that can directly interfere with the productivity of the development team. Factors directly related to the complexity…
The paper presents a step forward into the development of the theory of meaning. Stock and financial markets are examined from communication-theoretical perspective on the dynamics of information and meaning. This study focuses on the link…
A statistical, data-driven method is presented that quantifies influences between variables of a dynamical system. The method is based on finding a suitable representation of points by fuzzy affiliations with respect to landmark points…
We study trade-based manipulation of stock prices from the perspective of complex trading networks constructed by using detailed information of trades. A stock trading network consists of nodes and directed links, where every trader is a…
Stock Market can be easily seen as one of the most attractive places for investors, but it is also very complex in terms of making trading decisions. Predicting the market is a risky venture because of the uncertainties and nonlinear nature…