Title: Financial analysis and fuzzy approach of Fibonacci sequences

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.

DOI: 10.1504/JGBA.2012.052394

Journal for Global Business Advancement, 2012 Vol.5 No.4, pp.347 - 355

Available online: 28 Feb 2013 *

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