An Approach of Stocks Substitution Strategy Using Fuzzy Interval Correlation Coefficient

DOI10.1080/03610918.2013.780080MaRDI QIDQ3178524zbMATH OpenOpenAlexFDO

Authors Yu-Ting Cheng, Chih-Ching Yang

Publication date 14 July 2016

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2013.780080

zbMATH Keywords

Pearson's correlation coefficientchoosing strategyfuzzy interval correlation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Multivariate analysis and fuzziness (62H86)

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Cites work

• A fuzzy Lagrange interpolation theorem
• Correlation of fuzzy numbers
• Correlation of fuzzy sets
• Correlation of interval-valued intuitionistic fuzzy sets
• Correlation of intuitionistic fuzzy sets in probability spaces
• Forecasting stock prices: do forecasters herd?
• Fuzzy measures for correlation coefficient of fuzzy numbers
• Fuzzy sets
• Fuzzy sets in a approximate reasoning. I: Inference with possibility distributions
• Price limits and stock market volatility.
• The use of kernel set and sample memberships in the identification of nonlinear time series

Cited in

(1)

• Applying data visualization techniques for stock relationship analysis

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