INVESTMENT RANKINGS BASED ON TECHNICAL ANALYSIS BY FUZZY MCDM IN TEHRAN STOCK EXCHANGE
作者: Mohsen Ghobadi Mitra Torabi
刊名: Ekonomika, Journal for Economic Theory and Practice and Social Issues, 2015, Vol.2015/2 (IV-VI 2015)
来源数据库: Society of Economists “Ekonomika”, Nis
关键词: Investment RankingsTechnical AnalysisFuzzy MCDMNonadditive fuzzy integral.
原始语种摘要: There are too many numbers of criteria for the investor to consider before making the final decision, including Overall Trend, Buying/Selling Pressure, Reward to Risk Ratio of a New Position and Potential entry levels for new long position, etc. When the investment strategies are evaluated from above aspects, it can be regarded as a fuzzy multi-criteria decision-making (FMCDM) problem. This research explains a fuzzy hierarchical analytic approach to determine the weighting of subjective judgments. In addition, it presents a non-additive fuzzy integral technique to evaluate technical analysts. Since investors cannot clearly estimate each considered criterion in terms of numerical values for the anticipated alternatives, fuzziness is considered applicable. Consequently, this research uses...
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关键词翻译
关键词翻译
  • fuzzy 模糊的
  • consider 仔细考虑
  • weights 法码
  • anticipated 预先
  • decision 决定
  • making 制定
  • investor 客商
  • estimate 估计
  • analytic 解析的
  • criterion 准则