A logical analysis of Mamdani-type fuzzy inference, II. An experiment on the technical analysis of financial markets

摘要

This paper is divided into two parts. In Part I, our main objective was to analyse Mamdani-type fuzzy control systems in logical terms, with special emphasis on the fuzzy inference process. To that end, we provided our own inference procedure, cast in the language of standard many-valued logics. We gave an ample discussion of the logical meaning of our procedure. We eventually showed how to fully recover Mamdani-type fuzzy inference from the latter. In this sense, then, our proposal in Part I may be regarded as a logical interpretation of Mamdani-type fuzzy inference. In the present Part II of this paper, we report on the results of an experiment on the technical analysis of the financial markets based on fuzzy techniques. The core algorithm implements the inference procedure described in the first part of the paper. The experimental results support the claim that our theoretical analysis in Part I provides a sound interpretation of Mamdani-type fuzzy inference.