Original title: Aplikace fuzzy logiky pro podporu rozhodování na finančních trzích
Translated title: Application of fuzzy logic as a support for decision-making in financial market
Authors: Abrahám, Adam ; Šuňavcová, Nikola (referee) ; Janková, Zuzana (advisor)
Document type: Master’s theses
Year: 2023
Language: slo
Publisher: Vysoké učení technické v Brně. Fakulta podnikatelská
Abstract: [slo] [eng]
Táto diplomová práca sa zaoberá aplikáciou fuzzy logiky na podporu rozhodovania na finančných trhoch, konkrétne pri investovaní do kryptomien. V práci je najskôr podrobne popísaná teória fuzzy logiky a jej aplikácie v rôznych oblastiach, vrátane finančného sveta. Následne sú analyzované kryptomeny a ich investičné kritériá. Na základe tejto analýzy je navrhnutý fuzzy systém, ktorý slúži ako podpora rozhodovania pri investovaní do kryptomien. Konkrétne, fuzzy systém umožňuje zhodnotiť riziko a výnosnosť investície do konkrétnej kryptomeny. V práci sa taktiež popisuje implementácia navrhnutého systému pomocou MS Excel a MathWorks MATLAB. Výsledky experimentov ukazujú, že navrhnutý fuzzy systém je účinný nástroj na podporu rozhodovania pri investovaní do kryptomien. This thesis focuses on the application of fuzzy logic in supporting of decision-making in financial markets, especially in cryptocurrency investment. Firstly, the theory of fuzzy logic and its various applications are comprehensively discussed. Subsequently, cryptocurrencies and their investment criteria are analyzed. Based on this analysis, a fuzzy system is proposed as a decision-making tool for cryptocurrency investment. Specifically, the fuzzy system enables the evaluation of the risk and return of the investment in a particular cryptocurrency. The implementation of the proposed system, using MS Excel and MathWorks MATLAB, is also described. The experimental results show that the proposed fuzzy system is an effective decision-making tool for cryptocurrency investment.
Keywords: bitcoin; btc; criteria; crypto; cryptocurrencies; cryptocurrency; defuzzification; doge; dogecoin; eth; ethereum; excel; fuzzification; fuzzy; invest; investment; matlab; monero; tether; usdt; xmr

Institution: Brno University of Technology (web)
Document availability information: Fulltext is available in the Brno University of Technology Digital Library.
Original record: http://hdl.handle.net/11012/212044

Permalink: http://www.nusl.cz/ntk/nusl-530304


The record appears in these collections:
Universities and colleges > Public universities > Brno University of Technology
Academic theses (ETDs) > Master’s theses