Abstract
An approach how to use fuzzy queries in field of financial options is described. It provides the key aspect of information for investor expressed in natural language or queries in natural language. Presented paper indicates the first step in knowledge base creation for investor showing how to apply the corresponding mathematical apparatus to cope with natural language statements in Black-Scholes Model for option pricing.
Highlights
Application of Computational Intelligence expanded rapidly during last years, and one of the most developing application areas is the financial world [1].The modeling and trading of finances is a great challenge because of the huge number of factors involved in financial processes
There is very important thing to make all necessary improvements of reasoning based on uncertain or imprecise information, which is the most common in order to experts’ knowledge in investment field
The application of Computational Intelligence (CI) in finance can be used in several main fields
Summary
Application of Computational Intelligence expanded rapidly during last years, and one of the most developing application areas is the financial world [1]. The modeling and trading of finances is a great challenge because of the huge number of factors involved in financial processes These factors are among others: interest rates, exchange rates, the rate of economic growth, liquidity [1]. There is very important thing to make all necessary improvements of reasoning based on uncertain or imprecise information, which is the most common in order to experts’ knowledge in investment field. This factor should be improved during scientific researches and studies. The application of Computational Intelligence (CI) in finance can be used in several main fields It can be described generally as optimization methods, model induction techniques, financial forecasting, risk assessment, portfolio optimization and many others. One of the most popular models is the Black-Scholes Model which was used as a base for a proposed approach described below
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