scholarly journals A Compensatory Fuzzy Logic Model in Technical Trading

Axioms ◽  
2021 ◽  
Vol 10 (1) ◽  
pp. 36
Author(s):  
Norma P. Rodríguez-Cándido ◽  
Rafael A. Espin-Andrade ◽  
Efrain Solares ◽  
Witold Pedrycz

This work presents a novel approach to prediction of financial asset prices. Its main contribution is the combination of compensatory fuzzy logic and the classical technical analysis to build an efficient prediction model. The interpretability properties of the model allow its users to incorporate and consider virtually any set of rules from technical analysis, in addition to the investors’ knowledge related to the actual market conditions. This knowledge can be incorporated into the model in the form of subjective assessments made by investors. Such assessments can be obtained, for example, from the graphical analysis commonly performed by traders. The effectiveness of the model was assessed through its systematic application in the stock and cryptocurrency markets. From the results, we conclude that when the model shows a high degree of recommendation, the actual financial assets show high effectiveness.

1998 ◽  
Vol 12 (5) ◽  
pp. 957-965 ◽  
Author(s):  
Erik H. Meesters ◽  
Rolf P. M. Bak ◽  
Susie Westmacott ◽  
Mark Ridgley ◽  
Steve Dollar

Sensors ◽  
2021 ◽  
Vol 21 (11) ◽  
pp. 3673
Author(s):  
Stefan Grushko ◽  
Aleš Vysocký ◽  
Petr Oščádal ◽  
Michal Vocetka ◽  
Petr Novák ◽  
...  

In a collaborative scenario, the communication between humans and robots is a fundamental aspect to achieve good efficiency and ergonomics in the task execution. A lot of research has been made related to enabling a robot system to understand and predict human behaviour, allowing the robot to adapt its motion to avoid collisions with human workers. Assuming the production task has a high degree of variability, the robot’s movements can be difficult to predict, leading to a feeling of anxiety in the worker when the robot changes its trajectory and approaches since the worker has no information about the planned movement of the robot. Additionally, without information about the robot’s movement, the human worker cannot effectively plan own activity without forcing the robot to constantly replan its movement. We propose a novel approach to communicating the robot’s intentions to a human worker. The improvement to the collaboration is presented by introducing haptic feedback devices, whose task is to notify the human worker about the currently planned robot’s trajectory and changes in its status. In order to verify the effectiveness of the developed human-machine interface in the conditions of a shared collaborative workspace, a user study was designed and conducted among 16 participants, whose objective was to accurately recognise the goal position of the robot during its movement. Data collected during the experiment included both objective and subjective parameters. Statistically significant results of the experiment indicated that all the participants could improve their task completion time by over 45% and generally were more subjectively satisfied when completing the task with equipped haptic feedback devices. The results also suggest the usefulness of the developed notification system since it improved users’ awareness about the motion plan of the robot.


Author(s):  
Behnam Jahangiri ◽  
Punyaslok Rath ◽  
Hamed Majidifard ◽  
William G. Buttlar

Various agencies have begun to research and introduce performance-related specifications (PRS) for the design of modern asphalt paving mixtures. The focus of most recent studies has been directed toward simplified cracking test development and evaluation. In some cases, development and validation of PRS has been performed, building on these new tests, often by comparison of test values to accelerated pavement test studies and/or to limited field data. This study describes the findings of a comprehensive research project conducted at Illinois Tollway, leading to a PRS for the design of mainline and shoulder asphalt mixtures. A novel approach was developed, involving the systematic establishment of specification requirements based on: 1) selection of baseline values based on minimally acceptable field performance thresholds; 2) elevation of thresholds to account for differences between short-term lab aging and expected long-term field aging; 3) further elevation of thresholds to account for variability in lab testing, plus variability in the testing of field cores; and 4) final adjustment and rounding of thresholds based on a consensus process. After a thorough evaluation of different candidate cracking tests in the course of the project, the Disk-shaped Compact Tension—DC(T)—test was chosen to be retained in the Illinois Tollway PRS and to be presented in this study for the design of crack-resistant mixtures. The DC(T) test was selected because of its high degree of correlation with field results and its excellent repeatability. Tailored Hamburg rut depth and stripping inflection point thresholds were also established for mainline and shoulder mixes.


Genetics ◽  
2004 ◽  
Vol 166 (4) ◽  
pp. 1923-1933 ◽  
Author(s):  
Lorinda K Anderson ◽  
Naser Salameh ◽  
Hank W Bass ◽  
Lisa C Harper ◽  
W Z Cande ◽  
...  

Abstract Genetic linkage maps reveal the order of markers based on the frequency of recombination between markers during meiosis. Because the rate of recombination varies along chromosomes, it has been difficult to relate linkage maps to chromosome structure. Here we use cytological maps of crossing over based on recombination nodules (RNs) to predict the physical position of genetic markers on each of the 10 chromosomes of maize. This is possible because (1) all 10 maize chromosomes can be individually identified from spreads of synaptonemal complexes, (2) each RN corresponds to one crossover, and (3) the frequency of RNs on defined chromosomal segments can be converted to centimorgan values. We tested our predictions for chromosome 9 using seven genetically mapped, single-copy markers that were independently mapped on pachytene chromosomes using in situ hybridization. The correlation between predicted and observed locations was very strong (r2 = 0.996), indicating a virtual 1:1 correspondence. Thus, this new, high-resolution, cytogenetic map enables one to predict the chromosomal location of any genetically mapped marker in maize with a high degree of accuracy. This novel approach can be applied to other organisms as well.


Electronics ◽  
2021 ◽  
Vol 10 (4) ◽  
pp. 448
Author(s):  
Marco Antonio Islas ◽  
José de Jesús Rubio ◽  
Samantha Muñiz ◽  
Genaro Ochoa ◽  
Jaime Pacheco ◽  
...  

In this article, a fuzzy logic model is proposed for more precise hourly electrical power demand modeling in New England. The issue that exists when considering hourly electrical power demand modeling is that these types of plants have a large amount of data. In order to obtain a more precise model of plants with a large amount of data, the main characteristics of the proposed fuzzy logic model are as follows: (1) it is in accordance with the conditions under which a fuzzy logic model and a radial basis mapping model are equivalent to obtain a new scheme, (2) it uses a combination of the descending gradient and the mini-lots approach to avoid applying the descending gradient to all data.


Mathematics ◽  
2021 ◽  
Vol 9 (11) ◽  
pp. 1162
Author(s):  
Marcel-Ioan Boloș ◽  
Ioana-Alexandra Bradea ◽  
Camelia Delcea

The purpose of this paper was to model, with the help of neutrosophic fuzzy numbers, the optimal financial asset portfolios, offering additional information to those investing in the capital market. The optimal neutrosophic portfolios are those categories of portfolios consisting of two or more financial assets, modeled using neutrosophic triangular numbers, that allow for the determination of financial performance indicators, respectively the neutrosophic average, the neutrosophic risk, for each financial asset, and the neutrosophic covariance as well as the determination of the portfolio return, respectively of the portfolio risk. There are two essential conditions established by rational investors on the capital market to obtain an optimal financial assets portfolio, respectively by fixing the financial return at the estimated level as well as minimizing the risk of the financial assets neutrosophic portfolio. These conditions allowed us to compute the financial assets’ share in the total value of the neutrosophic portfolios, for which the financial return reaches the level set by investors and the financial risk has the minimum value. In financial terms, the financial assets’ share answers the legitimate question of rational investors in the capital market regarding the amount of money they must invest in compliance with the optimal conditions regarding the neutrosophic return and risk.


2004 ◽  
Vol 34 (8) ◽  
pp. 1429-1433 ◽  
Author(s):  
Sedat Akkurt ◽  
Gokmen Tayfur ◽  
Sever Can

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