DocumentCode
1662133
Title
Reflexive Soros´s model in fuzzy market
Author
Ereshko, F.I.
Author_Institution
Comput. Center, Acad. of Sci., Moscow, Russia
Volume
2
fYear
2002
fDate
6/24/1905 12:00:00 AM
Firstpage
1613
Lastpage
1615
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/FUZZ.2002.1006748
Filename
1006748
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