Title :
Application of a Fuzzy Model to Classify the Listed Issuers at the Bucharest Stock Exchange
Author :
Farcas, Pavel ; Manate, Daniel ; Moleriu, Radu
Author_Institution :
Univ. of Arad, Arad
Abstract :
In order to determine some specific economic characteristics that are associated to the size of the companies that are listed and traded on the Bucharest Stock Exchange, it is necessary to classify the companies based on the market capitalization, liquidity and the traded volumes. This paper aims to make a comparative study among the parameters of the classes obtained by a break up into disjunctive classes and a break up using a fuzzy model.
Keywords :
fuzzy set theory; stock markets; Bucharest stock exchange; fuzzy model; market capitalization; market liquidity; traded volumes; Application software; Calculus; Computer science; Conferences; Fuzzy sets; Mathematical model; Mathematics; Pricing; Radio frequency; Stock markets;
Conference_Titel :
Soft Computing Applications, 2007. SOFA 2007. 2nd International Workshop on
Conference_Location :
Oradea
Print_ISBN :
978-1-4244-1608-0
Electronic_ISBN :
978-1-4244-1608-0
DOI :
10.1109/SOFA.2007.4318324
