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

M. Kingham, M. Mohammadian

Research output: Contribution to conference (non-published works)Paper

2 Citations (Scopus)

Abstract

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 interest 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.

Original languageEnglish
Pages233-236
Number of pages4
Publication statusPublished - 1 Dec 1996
Externally publishedYes
EventProceedings of the 1996 Australian New Zealand Conference on Intelligent Information Systems - Adelaide, Aust
Duration: 18 Nov 199620 Nov 1996

Conference

ConferenceProceedings of the 1996 Australian New Zealand Conference on Intelligent Information Systems
CityAdelaide, Aust
Period18/11/9620/11/96

Fingerprint

Fuzzy logic
Genetic algorithms
Fuzzy rules

Cite this

Kingham, M., & Mohammadian, M. (1996). Financial modelling and prediction of interest rate using fuzzy logic and genetic algorithms. 233-236. Paper presented at Proceedings of the 1996 Australian New Zealand Conference on Intelligent Information Systems, Adelaide, Aust, .
Kingham, M. ; Mohammadian, M. / Financial modelling and prediction of interest rate using fuzzy logic and genetic algorithms. Paper presented at Proceedings of the 1996 Australian New Zealand Conference on Intelligent Information Systems, Adelaide, Aust, .4 p.
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Kingham, M & Mohammadian, M 1996, 'Financial modelling and prediction of interest rate using fuzzy logic and genetic algorithms' Paper presented at Proceedings of the 1996 Australian New Zealand Conference on Intelligent Information Systems, Adelaide, Aust, 18/11/96 - 20/11/96, pp. 233-236.

Financial modelling and prediction of interest rate using fuzzy logic and genetic algorithms. / Kingham, M.; Mohammadian, M.

1996. 233-236 Paper presented at Proceedings of the 1996 Australian New Zealand Conference on Intelligent Information Systems, Adelaide, Aust, .

Research output: Contribution to conference (non-published works)Paper

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N2 - 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 interest 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.

AB - 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 interest 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.

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Kingham M, Mohammadian M. Financial modelling and prediction of interest rate using fuzzy logic and genetic algorithms. 1996. Paper presented at Proceedings of the 1996 Australian New Zealand Conference on Intelligent Information Systems, Adelaide, Aust, .