Authors: Mohd Khoshnevisan
Addresses: Prince Sultan University, Riyadh, Saudi Arabia
Abstract: The homological fuzzy analysis for stock trading has been somewhat universally accepted by financial engineers. In this paper, I have made an attempt to modify the Fibonacci recurrences and apply Fuzzy Logic to create topological clusters to classify the stock patterns. In that, I have reviewed some of the previous literature, which is derived from Fibonacci numbers in asset pricing. This fuzzy logic algorithm tends to offer a greater reliability and accuracy for predication stock patterns.
Keywords: fuzzy logic; financial engineering; Fibonacci numbers; Fibonacci series; Fibonacci sequences; mathematics; recurrence relations; Black-Scholes model; mathematical models; financial markets; derivatives; investment instruments; options trading; Fischer Black; Myron Scholes; financial analysis; fuzzy approaches; homological analysis; fuzzy analysis; stock trading; topological clusters; stock patterns; asset pricing; algorithms; reliability; accuracy; predication patterns; business solutions; business advancement.
Journal for Global Business Advancement, 2012 Vol.5 No.4, pp.347 - 355
Available online: 28 Feb 2013 *Full-text access for editors Access for subscribers Purchase this article Comment on this article