{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,10,12]],"date-time":"2025-10-12T01:55:18Z","timestamp":1760234118662,"version":"build-2065373602"},"reference-count":63,"publisher":"MDPI AG","issue":"1","license":[{"start":{"date-parts":[[2021,3,18]],"date-time":"2021-03-18T00:00:00Z","timestamp":1616025600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Axioms"],"abstract":"<jats:p>This work presents a novel approach to prediction of financial asset prices. Its main contribution is the combination of compensatory fuzzy logic and the classical technical analysis to build an efficient prediction model. The interpretability properties of the model allow its users to incorporate and consider virtually any set of rules from technical analysis, in addition to the investors\u2019 knowledge related to the actual market conditions. This knowledge can be incorporated into the model in the form of subjective assessments made by investors. Such assessments can be obtained, for example, from the graphical analysis commonly performed by traders. The effectiveness of the model was assessed through its systematic application in the stock and cryptocurrency markets. From the results, we conclude that when the model shows a high degree of recommendation, the actual financial assets show high effectiveness.<\/jats:p>","DOI":"10.3390\/axioms10010036","type":"journal-article","created":{"date-parts":[[2021,3,18]],"date-time":"2021-03-18T11:41:06Z","timestamp":1616067666000},"page":"36","update-policy":"https:\/\/doi.org\/10.3390\/mdpi_crossmark_policy","source":"Crossref","is-referenced-by-count":2,"title":["A Compensatory Fuzzy Logic Model in Technical Trading"],"prefix":"10.3390","volume":"10","author":[{"given":"Norma P.","family":"Rodr\u00edguez-C\u00e1ndido","sequence":"first","affiliation":[{"name":"Faculty of Accounting and Management, Universidad Aut\u00f3noma de Coahuila, Torreon 27000, Mexico"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Rafael A.","family":"Espin-Andrade","sequence":"additional","affiliation":[{"name":"Faculty of Accounting and Management, Universidad Aut\u00f3noma de Coahuila, Torreon 27000, Mexico"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-1310-8638","authenticated-orcid":false,"given":"Efrain","family":"Solares","sequence":"additional","affiliation":[{"name":"Faculty of Accounting and Management, Universidad Aut\u00f3noma de Coahuila, Torreon 27000, Mexico"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Witold","family":"Pedrycz","sequence":"additional","affiliation":[{"name":"Department of Electrical and Computer Engineering, University of Alberta, Edmonton, AB T6G 2R3, Canada"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"1968","published-online":{"date-parts":[[2021,3,18]]},"reference":[{"key":"ref_1","doi-asserted-by":"crossref","first-page":"774","DOI":"10.1016\/j.swevo.2018.08.010","article-title":"Handling uncertainty through confidence intervals in portfolio optimization","volume":"44","author":"Solares","year":"2019","journal-title":"Swarm Evol. 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