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Gold Price: Trend-Cycle Analysis Using Fuzzy Techniques

In this paper, we apply special fuzzy techniques to analyze the gold price historical data. The main tools are the higher degree fuzzy transform and specific methods of fuzzy natural logic. First, we show how to apply the former for the estimation of the trend-cycle. Then, we provide methodologies f...

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Detalles Bibliográficos
Autores principales: Nguyen, Linh, Novák, Vilém, Holčapek, Michal
Formato: Online Artículo Texto
Lenguaje:English
Publicado: 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7274646/
http://dx.doi.org/10.1007/978-3-030-50153-2_19
Descripción
Sumario:In this paper, we apply special fuzzy techniques to analyze the gold price historical data. The main tools are the higher degree fuzzy transform and specific methods of fuzzy natural logic. First, we show how to apply the former for the estimation of the trend-cycle. Then, we provide methodologies for identifying monotonous periods in the trend-cycle and describe them by sentences in natural language.