International Journal of Electrical and Computer Engineering (IJECE) Vol. 7, No. 5, October 2017, pp. 2782~2790 ISSN: 2088-8708, DOI: 10.11591/ijece.v7i5.pp2782-2790  2782 Journal homepage: http://iaesjournal.com/online/index.php/IJECE The Decision-making Model for the Stock Market under Uncertainty Siham Abdulmalik Mohammed Almasani 1* , Valery Ivanovich Finaev 2 , Wadeea Ahmed Abdo Qaid 3 , Alexander Vladimirovich Tychinsky 4 1, 2, 4 Southern Federal University, Bolshaya Sadovaya Str, Rostov-on-Don, Russia 3 Faculty of computer science and engineering, Hodeidah University, Yemen Article Info ABSTRACT Article history: Received Mar 21, 2017 Revised May 26, 2017 Accepted Aug 11, 2017 The main purpose of this research is developing methods and models of decision-making to assess the stock market state, and predict the possible changes in the RTS index value. This article shows that the analytical models for assessing the stock market state do not give reliable results. The absence of the reliable estimates associated with the high degree of uncertainty, random, nonlinear and non-stationary process with a significant degree of aftereffect. In this paper, to formalize the securities market parameters it’s proposed the fuzzy sets method. To assess the stock market current state and make decisions the fuzzy situational analysis model (situational model) is applied. The analytical prediction results of the stock market and graph of the RTS index expected return changes in 2014-2016 are showed. The model of calculating the fuzzy inference rules truth degree to predict the RTS index is developed. The market parameters linguistic definition is given and the expert’s rules construction to predict the RTS index growth is shown. The program in Matlab environment is designed to perform research. The study result showed that the model allows for the RTS index prediction in the condition of incomplete initial data with a confidence level about 90%. Keywords: Decision-making Expert’s knowledge Information support Model Prediction parameters State The stock market Uncertainty Copyright © 2017 Institute of Advanced Engineering and Science. All rights reserved. Corresponding Author: Siham Abdulmalik Mohammed Almasani, Institute of Computer Technology and information security, Southern Federal University, Rostov-on-Don, Russia, Bolshaya Sadovaya Str, 344006. Russia Email: siham.almasani@mail.ru 1. INTRODUCTION The stock market or Securities Market reflects the economy state in the world, frequently works with the changing rules (in their application) and reacts as economic nature events and political. Particularly it illustrates well the effect of the events in recent years, in particular with regard to political decision-making in a number of countries. These political decisions show instability of the stock market. Changes in the world economy, politics of leading banks, making decisions about changing the main interest rates and others are showed the effect on the stock market state. There are a large number of players in the stock market, a variety of unforeseen factors make the non-stationary and random market state. The market processes show the presence of aftereffect and nonlinear. The observing practice for the stock market state has shown that the linear and steady changes in market parameters can exist only in small time intervals. The stock market works in conditions of uncertainty, appropriate analytical models to determine the stock value at any time does not exist. There are not analytical models to determine the change in the stock market state sufficiently.