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Fuzzy Delphi based on Intuitionistic Fuzzy Sets and Data<br />

Envelopment Analysis in Evaluation of Stock Market<br />

Tan Xin Jin<br />

Supervisor: Prof. Dr. Mohd Lazim Bin Abdullah<br />

Bachelor of Science (Financial Mathematics)<br />

School of Informatics and Applied Mathematics<br />

Evaluation of stock plays a significant role in selecting a stock from the stock market since<br />

there are many criteria which affect the stock market. In this study, Fuzzy Delphi based<br />

on intuitionistic fuzzy sets is used to study the rank of standards that affect the stock<br />

market and classify the best stock. Besides, five qualified experts have ensured the logic<br />

of the collected information. The results show that the most critical factor that affect the<br />

stock market and the best stock are identified. Meanwhile, the efficiency of stock market<br />

was discussed in this research by using Data Envelopment Analysis. The results show<br />

that few stocks that are most efficiency can be recommended to the investors. An<br />

implication for evaluating the stock market is that the importance of addressing the<br />

standards and paying close attention to the criteria that affect the stock market to avoid<br />

losses.<br />

898 | UMT UNDERGRADUATE RESEARCH DAY 2018

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