Abstract
In this paper the design and development of a hierarchical fuzzy logic Systems are investigated. A new method using genetic algorithms for design of hierarchical fuzzy logic systems are proposed. This research study is unique in the way proposed method is applied to design and development of hierarchical fuzzy logic systems. The proposed method is then applied to financial modelling and prediction. A hierarchical fuzzy logic system is developed to predict quarterly interest rates in Australia. The new method proposed
determines the number of layer in a hierarchical fuzzy logic system. The advantages and disadvantages of using hierarchical fuzzy logic systems for financial modelling is also considered. Good prediction of quarterly interest rate in Australia is obtained using the above method. The number of fuzzy rule used are reduced dramatically and prediction of interest rate is improved.
determines the number of layer in a hierarchical fuzzy logic system. The advantages and disadvantages of using hierarchical fuzzy logic systems for financial modelling is also considered. Good prediction of quarterly interest rate in Australia is obtained using the above method. The number of fuzzy rule used are reduced dramatically and prediction of interest rate is improved.
| Original language | English |
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| Title of host publication | ICONIP'02-SEAL'02-FSKD'02 |
| Editors | Lipo Wang, Jagath C. Rajapakse, Kunihiko Fukushima |
| Place of Publication | Singapore |
| Publisher | IEEE, Institute of Electrical and Electronics Engineers |
| Pages | 1-5 |
| Number of pages | 5 |
| ISBN (Print) | 9810475241 |
| Publication status | Published - 2002 |
| Event | 4th Asia-Pacific Conference on Simulated Evolution and Learning - , Singapore Duration: 18 Nov 2002 → 22 Nov 2002 |
Conference
| Conference | 4th Asia-Pacific Conference on Simulated Evolution and Learning |
|---|---|
| Country/Territory | Singapore |
| Period | 18/11/02 → 22/11/02 |