Financial modelling and prediction of interest rate using fuzzy logic and genetic algorithms

被引：1
|
作者：
Kingham, M
Mohammadian, M
机构：
来源：
ANZIIS 96 - 1996 AUSTRALIAN NEW ZEALAND CONFERENCE ON INTELLIGENT INFORMATION SYSTEMS, PROCEEDINGS | 1996年
关键词：
D O I：
10.1109/ANZIIS.1996.573943
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
This paper discusses the development of an intelligent Fuzzy Logic system using Genetic Algorithms for prediction of fluctuations in interest rates. The proposed system uses a set of fuzzy rules to determine quarterly interact rate. The set of rules are unknown so a knowledge base must be created from the available data. A hierarchical Fuzzy Logic system consisting of three fuzzy knowledge bases is developed. The application of the proposed method to modelling and prediction of interest rate in Australia is considered.
引用
收藏
页码：233 / 236
页数：4
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