This paper is divided into two parts. In Part I, our main objective was to analyse Mamdani-type fuzzy control systems in logical terms, with special emphasis on the fuzzy inference process. To that end, we provided our own inference procedure, cast in the language of standard many-valued logics. We gave an ample discussion of the logical meaning of our procedure. We eventually showed how to fully recover Mamdani-type fuzzy inference from the latter. In this sense, then, our proposal in Part I may be regarded as a logical interpretation of Mamdani-type fuzzy inference. In the present Part II of this paper, we report on the results of an experiment on the technical analysis of the financial markets based on fuzzy techniques. The core algorithm implements the inference procedure described in the first part of the paper. The experimental results support the claim that our theoretical analysis in Part I provides a sound interpretation of Mamdani-type fuzzy inference.

A logical analysis of Mamdani-type fuzzy inference, II : an experiment on the technical analysis of financial markets / S. Bova, P. Codara, D. Maccari, V. Marra - In: WCCI 2010 : 2010 IEEE world congress on computational intelligence, 2010 july-18-23, Barcelona, SpainPiscataway : IEEE, 2010. - ISBN 9781424469192. (( convegno IEEE International Congress on Computational Intelligence tenutosi a Barcelona, Spain nel 2010 [10.1109/FUZZY.2010.5584834].

A logical analysis of Mamdani-type fuzzy inference, II : an experiment on the technical analysis of financial markets

P. Codara
Secondo
;
V. Marra
Ultimo
2010

Abstract

This paper is divided into two parts. In Part I, our main objective was to analyse Mamdani-type fuzzy control systems in logical terms, with special emphasis on the fuzzy inference process. To that end, we provided our own inference procedure, cast in the language of standard many-valued logics. We gave an ample discussion of the logical meaning of our procedure. We eventually showed how to fully recover Mamdani-type fuzzy inference from the latter. In this sense, then, our proposal in Part I may be regarded as a logical interpretation of Mamdani-type fuzzy inference. In the present Part II of this paper, we report on the results of an experiment on the technical analysis of the financial markets based on fuzzy techniques. The core algorithm implements the inference procedure described in the first part of the paper. The experimental results support the claim that our theoretical analysis in Part I provides a sound interpretation of Mamdani-type fuzzy inference.
Settore INF/01 - Informatica
Settore MAT/01 - Logica Matematica
IEEE
Book Part (author)
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/2434/146632
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