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Fuzzy Time Series Model Based on Intuitionistic Fuzzy Sets for Empirical Research in Stock Market

Author

Listed:
  • Bhagawati P. Joshi

    (G. B. Pant University of Agriculture & Technology, Pantnagar, India)

  • Sanjay Kumar

    (G. B. Pant University of Agriculture & Technology, Pantnagar, India)

Abstract

Intuitionistic fuzzy sets introduced by Atanassov are generalization of fuzzy sets as they also handle the non-determinacy which is caused by degree of hesitation of decision maker. The present study proposes a computational method of forecasting for fuzzy time series. In the proposed method the notion of intuitionistic fuzzy set is used in fuzzy time series forecasting with simplified computational approach. The developed model has been tested on the movement of share market prices of State Bank of India (SBI) at Bombay Stock Exchange (BSE), India. Further the method has been implemented for forecasting SENSEX of BSE. The suitability of the developed model has also been examined by comparing it with the other existing models to show its superiority.

Suggested Citation

  • Bhagawati P. Joshi & Sanjay Kumar, 2012. "Fuzzy Time Series Model Based on Intuitionistic Fuzzy Sets for Empirical Research in Stock Market," International Journal of Applied Evolutionary Computation (IJAEC), IGI Global, vol. 3(4), pages 71-84, October.
    • Handle: RePEc:igg:jaec00:v:3:y:2012:i:4:p:71-84
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    File URL: http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/jaec.2012100105
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    Cited by:

    1. Cen Zuo & Anita Pal & Arindam Dey, 2019. "New Concepts of Picture Fuzzy Graphs with Application," Mathematics, MDPI, vol. 7(5), pages 1-18, May.

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