Financial Fuzzy Time Series Models Based on Ordered Fuzzy Numbers

Marszałek, Adam; Burczyński, Tadeusz

doi:10.1007/978-3-642-33439-9_4

Cited by 15 publications

(25 citation statements)

References 7 publications

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“…As already mentioned above, MPTCP can increase network security regarding such parameters as a destination reachability and network reliability [42,43,48]. For any mentioned scheduler, a transmission error can occur at the used channel.…”

Section: Multipath Tcp Scheduler With Ofn Usagementioning

confidence: 98%

Fuzzy Control for Secure TCP Transfer

Apiecionek

2017

Theory and Applications of Ordered Fuzzy Numbers

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This chapter presents the potential use of fuzzy observance implementation for detecting transmission problems that could appear in the near future. Using quick detection, appropriate action could be taken and the security and reliability of data transfer could be maintained at a high level. As a result the authors present a proposed solution for dividing a data stream between different data links and predicting transmission problems.Keywords TCP · Multipath TCP · Security · Fuzzy logic · Fuzzy observation IntroductionNowadays many networks require security such as data encryption and reliable transfer to the destination. Health care, rail, and power plant systems are some examples of such systems. When they are used an operator cannot lose a connection between his or her control and management applications and system sensors and actuating equipment. In such a system a lost connection could have tragic consequences. In the case of power plants this could also mean some huge disaster. That is why security regarding reliable transfer is very important. In the case of health systems it could be required for monitoring people but also for execution of medical operations through remote control of medical equipment such as a scalpel. Some problems with rail equipment could cause a train accident. There are also many other systems in which a lost connection would cause real damage. Such systems are called critical infrastructure. For this critical infrastructure more than one connection is usually prepared. For example, those systems can operate using cable and a 3G/4G/LTE connection concurrently. Unfortunately, in most cases, different kinds of used connections are not operated simultaneously. Systems switch between them when the operating connection collapses. When the systems switch connections they can lose some data.

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Section: Multipath Tcp Scheduler With Ofn Usagementioning

confidence: 98%

Fuzzy Control for Secure TCP Transfer

Apiecionek

2017

Theory and Applications of Ordered Fuzzy Numbers

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“…Combining the Ordered Fuzzy Numbers (OFNs) with artificial bee colony optimization has not been proposed thus far. Articles describing such a hybrid approach to optimization tasks using ant colony algorithms are named OFNAnt [5,6,8,31].…”

Section: Selected Ofn Issuesmentioning

confidence: 99%

A New OFNBee Method as an Example of Fuzzy Observance Applied for ABC Optimization

Ewald

Czerniak

Paprzycki

2017

Studies in Fuzziness and Soft Computing

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The chapter includes a hybrid concept combining bee colony optimization with the application of Ordered Fuzzy Numbers. This is another research, after the OFNAnt method, prepared in AIRlab -Artificial Intelligence and Robotics Laboratory at Kazimierz Wielki University in Bydgoszcz, in which authors enriched metaheuristics by implementing the arithmetics of Ordered Fuzzy Numbers (OFNs). Applied fuzzy observation enabled very faithful modeling of the navigation mechanism used by bees when orienting with reference to the position of the sun. Experiments aimed at verification of the developed concept have been carried out on a set of several commonly known benchmarks. The preliminary results of experiments allow us to nurture grounded hope that further modifications of the metaheuristics using OFN arithmetics shall enable smooth control of the optimization criteria of the tested phenomena.

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“…2009;Kacprzak, 2010;2012a], w modelu Leontiewa [Kacprzak, 2008;2010;, do prezentacji cen akcji [Kacprzak, 2012b;Kacprzak i in. 2013;Marszałek, Burczyński, 2013], do prezentacji cen i dynamiki ich zmian czy do ustalania ekonomicznej wielkości dostawy [Kacprzak, Kosiński, 2014;Sobol i in. 2015].…”

Section: Wstępunclassified

Zastosowanie skierowanych liczb rozmytych w modelu równowagi rynkowej

Kacprzak

2017

Optimum

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StreszczenieW pracy rozważono liniowy model równowagi rynkowej, w którym parametry są liczbami rzeczywistymi. W modelu tym zakłada się, że popyt i podaż zależą tylko od ceny, a czynniki pozacenowe są niezmienne. Jednak, by uzyskać bardziej realistyczny model, można uwzględnić wpływ czynników pozacenowych na popyt i podaż. W ten sposób otrzyma się model z rozmytymi parametrami, które mogą być reprezentowane za pomocą skierowanych liczb rozmytych. Aby wyznaczyć rozmytą równowagę rynkową tego modelu, należy rozwiązać rozmyty, liniowy układ równań.Słowa kluczowe: podaż, popyt, równowaga rynkowa, skierowane liczby rozmyte APPLICATION OF ORDERED FUZZY NUMBERS TO MODELING OF MARKET EQUILIBRIUM SummaryThe paper considers a linear model of market equilibrium in which real numbers are taken as parameters. In the model, it is assumed that demand and supply depend only on price, while other (nonprice related) determinants do not change. However, to get a more realistic model, the author takes into account the impact of other (non-price related) determinants on demand and supply. In this way, a model with fuzzy parameters is obtained, which can be represented by means of ordered fuzzy numbers. In order to determine the fuzzy market equilibrium of such a model, a fuzzy linear system of equations must be solved.

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Financial Fuzzy Time Series Models Based on Ordered Fuzzy Numbers

Cited by 15 publications

References 7 publications

Fuzzy Control for Secure TCP Transfer

Fuzzy Control for Secure TCP Transfer

A New OFNBee Method as an Example of Fuzzy Observance Applied for ABC Optimization

Zastosowanie skierowanych liczb rozmytych w modelu równowagi rynkowej

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