Szczegóły publikacji
Opis bibliograficzny
Interpretable Forex trading models based on new technical analysis indicators and fuzzy multi-criteria optimization / Pavel Sevastjanov, Krzysztof Kaczmarek, Ludmila Dymova, Leszek RUTKOWSKI // Fuzzy Sets and Systems ; ISSN 0165-0114 . — 2025 — vol. 511 art no. 109371, s. 1–31. — Bibliogr. s. 29–31, Abstr. — Publikacja dostępna online od: 2025-03-17. — L. Rutkowski - dod. afiliacja: Systems Research Institute of the Polish Academy of Sciences, Warsaw
Autorzy (4)
- Sevastjanov Pavel
- Kaczmarek Krzysztof
- Dymova Ludmila
- AGHRutkowski Leszek
Słowa kluczowe
Dane bibliometryczne
| ID BaDAP | 165486 |
|---|---|
| Data dodania do BaDAP | 2026-01-17 |
| Tekst źródłowy | URL |
| DOI | 10.1016/j.fss.2025.109371 |
| Rok publikacji | 2025 |
| Typ publikacji | artykuł w czasopiśmie |
| Otwarty dostęp |  |
| Czasopismo/seria | Fuzzy Sets and Systems |
Abstract
New technical analysis indicators based on the use of complete information about Candles (Opening, Low, High, Closing prices and Volumes) and mathematical tools of fuzzy set theory have been developed and tested. They were directly focused on profit forecasting and returning the relative strength of trading signals. Using them, a set of new technical analysis indicators was developed and studied, based on a fuzzy multi-criteria aggregation of developed particular indicators. Based on these results, a set of highly profitable and reliable new interpretable Forex trading models based on fuzzy multi-criteria aggregation of model output parameters and new technical analysis indicators was developed and tested. It is shown that these models are significantly superior to the traditional ones based on a single-criteria approach. The results obtained provide an opportunity to develop trading models based on a portfolio based approach in the Forex market. The article may be of interest mainly to researchers and Automatic Trading Systems developers, especially using the most popular Meta Trader 4 platform with about 16 million users (traders) in 2024 year.
