F-transform; Fuzzy Natural Logic; Time Series; Linguistic description

In this paper, using a fuzzy mathematical model, we analyze multiple stocks and produce a description for their interrelation. Our analysis is based on theories of F-transform and fuzzy natural logic. The suggested method consists of two main steps; first, we smooth out time series using F-transform. Afterward, we evaluate their similarities in different lags and provide a linguistic description of their interrelations. A python package is developed to automatize the suggested method fully. The method is tested on 26 global stocks from five different regions.