About: Simulation methodology for financial assets with imprecise data

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	During last decades the stochastic simulation approach, both via Monte Carlo (MC) and Quasi Monte Carlo (QMC) has been vastly applied and subsequently analyzed in almost all branches of science. Very nice applications can be found in areas that rely on modeling via stochastic processes, such as finance. However, since financial quantities, opposed to natural processes, depends on human activity, their modeling is often very challenging. Many scholars therefor suggest to specify some parts of financial models by means of fuzzy set theory. Since many financial problems are too complex to be solved analytically even in a crisp case, it can be efficient to apply (Quasi) Monte Carlo simulation. In this contribution the recent knowledge of fuzzy numbers and their approximation is utilized in order to suggest fuzzy-MC simulation to modeling of returns of financial quantities, such as prices of stocks, commodities or exchange rates. During last decades the stochastic simulation approach, both via Monte Carlo (MC) and Quasi Monte Carlo (QMC) has been vastly applied and subsequently analyzed in almost all branches of science. Very nice applications can be found in areas that rely on modeling via stochastic processes, such as finance. However, since financial quantities, opposed to natural processes, depends on human activity, their modeling is often very challenging. Many scholars therefor suggest to specify some parts of financial models by means of fuzzy set theory. Since many financial problems are too complex to be solved analytically even in a crisp case, it can be efficient to apply (Quasi) Monte Carlo simulation. In this contribution the recent knowledge of fuzzy numbers and their approximation is utilized in order to suggest fuzzy-MC simulation to modeling of returns of financial quantities, such as prices of stocks, commodities or exchange rates. (en)
Title	Simulation methodology for financial assets with imprecise data Simulation methodology for financial assets with imprecise data (en)
skos:prefLabel	Simulation methodology for financial assets with imprecise data Simulation methodology for financial assets with imprecise data (en)
skos:notation	RIV/61988987:17610/11:A12012TV!RIV12-MSM-17610___
http://linked.open...avai/riv/aktivita	Z
http://linked.open...avai/riv/aktivity	Z(MSM6198898701)
http://linked.open...vai/riv/dodaniDat	2012
http://linked.open...aciTvurceVysledku	Holčapek, Michal
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ostravská univerzita v Ostravě / Centrum excelence IT4Innovations, divize OU, Ústav pro výzkum a aplikace fuzzy modelování
http://linked.open...dnocenehoVysledku	229402
http://linked.open...ai/riv/idVysledku	RIV/61988987:17610/11:A12012TV
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Fuzzy variable; Stochastic variable; Fuzzy-stochastic variable; Financial models; Risk estimation (en)
http://linked.open.../riv/klicoveSlovo	Financial models Fuzzy variable Fuzzy-stochastic variable Risk estimation Stochastic variable
http://linked.open...ontrolniKodProRIV	[0C8BC5E83368]
http://linked.open...v/mistoKonaniAkce	Liptovský Ján, Slovensko
http://linked.open...i/riv/mistoVydani	Praha: VŠE Praha
http://linked.open...i/riv/nazevZdroje	Proceedings of the 29th International Conference on Mathematical Methods in Economics 2011
http://linked.open...in/vavai/riv/obor	BB
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...UplatneniVysledku	2011
http://linked.open...iv/tvurceVysledku	Holčapek, Michal Tichý, Tomáš
http://linked.open...vavai/riv/typAkce	EUR - Evropská
http://linked.open.../riv/zahajeniAkce	2011-09-06 (xsd:date)
http://linked.open...n/vavai/riv/zamer	Logické a algebraické metody pro zpracování informací zatížených neurčitostí a jejich použití ve fuzzy modelování
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Neuveden
https://schema.org/isbn	978-80-7431-059-1
http://localhost/t...ganizacniJednotka	17610

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