Title :
Reflexive Soros´s model in fuzzy market
Author_Institution :
Comput. Center, Acad. of Sci., Moscow, Russia
fDate :
6/24/1905 12:00:00 AM
Abstract :
The formalized approaches to the description of the reflective strategy in controlled systems are stated in the work. The work is based on the models of Soros (1994). The task about reflexive interaction of the characteristics of the share market (the quotations of the shares and earning per share) is considered. The offered computing procedure can with success be used in an arsenal of the financial engineers, when they examine the market, as fuzzy system
Keywords :
fuzzy systems; stock markets; fuzzy market; reflexive model; share earnings; share market; share quotations; stock market; Control system synthesis; Equations; Fuzzy systems; Mathematical model; Negative feedback; Power generation economics; Stock markets; Testing;
Conference_Titel :
Fuzzy Systems, 2002. FUZZ-IEEE'02. Proceedings of the 2002 IEEE International Conference on
Conference_Location :
Honolulu, HI
Print_ISBN :
0-7803-7280-8
DOI :
10.1109/FUZZ.2002.1006748
