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Fuzzy Logic and Behavioral Finance: An Approach Using Fuzzy c-Means Algorithm

The International Journal of Latest Trends in Finance and Economic Sciences

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Title Fuzzy Logic and Behavioral Finance: An Approach Using Fuzzy c-Means Algorithm
 
Creator Aguiar, Renato Aparecido; Centro Universitário da FEI
 
Description The aim of this paper is to show the connection between the behavioral finance theory and fuzzy sets theory. Such connection, little explored by researchers, may produce new models for the financial market, leading to a better understanding of anomalies not explained by modern theory of finance. In this paper two techniques based on fuzzy sets, an clustering algorithm and the fuzzy transform shown incorporate, intrinsically, the heuristics of representativeness and anchoring of the behavioral finance theory.
 
Publisher International Journal of Latest Trends in Finance and Economic Sciences
 
Contributor —
 
Date 2012-03-30
 
Type —
 
Format application/pdf
 
Identifier http://ojs.excelingtech.co.uk/index.php/IJLTFES/article/view/371
10.2047/ijltfes.v2i1.371
 
Source International Journal of Latest Trends in Finance and Economic Sciences; Vol 2, No 1 (2012): March
 
Language en
 
Rights The copyright of the contribution is transferred to IJLTFES in case of acceptance. The copyright transfer covers the exclusive right to reproduce and distribute the contribution, including reprints, translations, photographic reproductions, microform, electronic form, or any other reproductions of similar nature. The Author may publish his/her contribution on his/her personal Web page provided that he/she creates a link to the mentioned volume of IJLTFES. The Author may not publish his/her contribution anywhere else without the prior written permission of the publisher unless it has been changed substantially. The Author warrants that his/her contribution is original, except for such excerpts from copyrighted works as may be included with the permission of the copyright holder and author thereof, that it contains no libellous statements, and does not infringe on any copyright, trademark, patent, statutory right, or propriety right of others. The Author also agrees for and accepts responsibility for releasing this material on behalf of any and all co-authors.