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Valery Ivanovich Finaev
Southern Federal University, Bolshaya Sadovaya Str, Rostov-on-Don, Russia
Computer Science & IT Electrical & Electronics Engineering

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The Decision-making Model for the Stock Market under Uncertainty Siham Abdulmalik Mohammed Almasani; Valery Ivanovich Finaev; Wadeea Ahmed Abdo Qaid; Alexander Vladimirovich Tychinsky
International Journal of Electrical and Computer Engineering (IJECE) Vol 7, No 5: October 2017
Publisher : Institute of Advanced Engineering and Science

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (707.852 KB) | DOI: 10.11591/ijece.v7i5.pp2782-2790

Abstract

The main purpose of this research is developing methods and models of decision-making to assess the stock market state, and predict the possible changes in the RTS index value. This article shows that the analytical models for assessing the stock market state do not give reliable results. The absence of the reliable estimates associated with the high degree of uncertainty, random, nonlinear and non-stationary process with a significant degree of aftereffect. In this paper, to formalize the securities market parameters it’s proposed the fuzzy sets method. To assess the stock market current state and make decisions the fuzzy situational analysis model (situational model) is applied. The analytical prediction results of the stock market and graph of the RTS index expected return changes in 2014-2016 are showed. The model of calculating the fuzzy inference rules truth degree to predict the RTS index is developed. The market parameters linguistic definition is given and the expert’s rules construction to predict the RTS index growth is shown. The program in Matlab environment is designed to perform research. The study result showed that the model allows for the RTS index prediction in the condition of incomplete initial data with a confidence level about 90%.
Co-Authors Alexander Vladimirovich Tychinsky Siham Abdulmalik Mohammed Almasani Wadeea Ahmed Abdo Qaid