Удосконалений метод аналізу фондового ринку акцій із використанням нечіткої логіки

Abstract

The scientific article considers the most common methods of stock market analysis and identifies their main advantages and disadvantages. The main disadvantage of these methods of stock market analysis can be considered the low level of their analytical accuracy, which makes them inefficient to use. It is determined that fuzzy logic has the potential to improve the production method of stock market analysis. The scientific article proposed an improved method of stock market analysis, which is based on the production method of stock market analysis using elements of fuzzy logic. This method allows to increase the efficiency of stock market analysis by using indicators that are difficult to formalize, by introducing fuzzy sets, membership functions, linguistic variables, term sets, fuzzy implication and degree of truth, which in turn improves the accuracy of analysis, and also an increases the degree of automation of conflict resolution during the analysis, which rejects the constant need for user intervention and contributes to the formation of sound conclusions about the trend of changes in stock market prices. The scientific article conducted a study of the effectiveness of the improved method of stock market analysis, which showed that this method allowed to take into account new indicators that are difficult to formalize, including: profitability, inflation rate, productivity, level of tax rates, liquidity of assets, credit risk, investor demography, the state of macroeconomics and others indicators. As a result of comparing the improved and productive methods of stock market analysis (based on seven different industries of stock market analysis) it was found that the use of the proposed improved method of stock market analysis, on average, increases the accuracy of such analysis by 8.9%.