A Fuzzy Weighted Average Model for the Evaluation of Stocks in Vietnam Stock Market

碩士 === 南台科技大學 === 企業管理系 === 97 === This study proposes a fuzzy weighted average (FWA) method by using interval arithmetic and α-cuts of fuzzy numbers to evaluate values of stocks in Vietnamese stock market. In the proposed model, criteria are classified to quantitative and qualitative, which are fur...

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Bibliographic Details
Main Authors: Do Manh Hien, 杜孟軒
Other Authors: Ta-Chung Chu
Format: Others
Language:en_US
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/73158415623694271517
Description
Summary:碩士 === 南台科技大學 === 企業管理系 === 97 === This study proposes a fuzzy weighted average (FWA) method by using interval arithmetic and α-cuts of fuzzy numbers to evaluate values of stocks in Vietnamese stock market. In the proposed model, criteria are classified to quantitative and qualitative, which are further grouped to benefit and cost ones. The membership function of each final fuzzy evaluation of each alternative can be developed. To rank all the final fuzzy numbers in order to determine the priority sequence for stocks, we use the distance between centroid point and original points. Another method, center of area (COA), is presented in Appendix 1. COA method is similar to centroid point method, but the calculation procedures of the two methods are different. A stock selection model is suggested to help investors to evaluate values of stocks. Finally, a numerical example illustrates the procedure of the proposed FWA model. In the numerical example, the evaluation values under quantitative criteria are real data collected from Vietnam stock market.