Applying FSSAM for Currency Rates Forecasting

  • Penka Valkova Georgieva Burgas Free University
Keywords: FSSAM, Soft Computing, Fuzzy Inference System, Currency Rates

Abstract

Currency rates forecasting in real-time is a milestone in the process of financial decision making. Assessing the historical performance of currency rates is a major concept in financial management. In this paper Fuzzy Software System for Asset Management (FSSAM) is briefly described. This system is applied on real data of currency rates and some of the results are shown.

Author Biography

Penka Valkova Georgieva, Burgas Free University

Faculty of Computer Science and Engineering


Lecturer

 

References

. Bojadziev G.; M. Bojadziev. (1997). Fuzzy Logic for Business. Finance and Management, World Scientific.

. Campbell J., C. Mackinlay. (1997). The Econometrics of Financial Markets. Princeton University Press.

. Carlsson C., R. Fuller. (1996). Fuzzy multiple criteria decision making: Recent developments. Fuzzy sets and systems, Vol.78, 139-153.

. Georgieva P. (2009). Distributions of financial assets characteristics. XVI International Symposium SIELA, (pp. 101-106).

. Georgieva P. V., I. P. Popchev. (2013). Fuzzy Q-measure Model for Managing Financial Investments. Comptes Rendus de l'Academie Bulgare des Sciences, 66(5).

. Georgieva P. V., I. P. Popchev and S. N. Stoyanov. (2015). A Multi-step procedure for asset allocation in case of limited resources. Cybernetics and information technologies, 15(3).

. Georgieva P., I. Popchev. (2013). Cardinality problem in portfolio Selection. ICANNGA’2013 (pp. 208–217). Berlin : Springer-Verlag, Heidelberg.

. Georgieva, P. (2013). A research on soft computing models for real-time management (in Bulgarian). Sofia: Academic Drinov. Bulgarian Academy of Sciences.

. Hoffmann F., M. Köppen., F. Klawonn, R. Roy. (2005). Soft Computing: methodologies and applications. Series: Advances in Soft Computing, 32.

. Jang, R. (1997). Fuzzy inference systems. NJ: Prentice-Hall.

. Judge G., R. Hill, etc. . (1988). Introduction to the Theory and Practice of Econometrics. New York: Wiley.

. Kendel A. (1991). Fuzzy Expert Systems. Florida, USA: CRC Press.

. Konar A. (2000). Artificial Intelligence and Soft Computing Behavioral and Cognitive Modeling of the Human brain. CRC Press.

. Mamdani E., S. Assilian. (1975). An experiment in linguistic synthesis with a fuzzy logic controller. International Journal of Man-Machine Studies. vol. 7(1), 1-13.

. Popchev, I., P. Georgieva. (2008). A Fuzzy Approach for Solving Multicriteria Investment Problems. In M. Iskander, Innovative Techniques in IT, E-Learning, E-assessment and Education (pp. 427-431). New York: Springer.

. http://www.investing.com/currencies/eur-usd-historical-data

Published
2016-07-09
How to Cite
Georgieva, P. V. (2016). Applying FSSAM for Currency Rates Forecasting. Transactions on Machine Learning and Artificial Intelligence, 4(3), 30. https://doi.org/10.14738/tmlai.43.2079