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.
|Number of pages
|Published - 1 Dec 1996
|Proceedings of the 1996 Australian New Zealand Conference on Intelligent Information Systems - Adelaide, Aust
Duration: 18 Nov 1996 → 20 Nov 1996
|Proceedings of the 1996 Australian New Zealand Conference on Intelligent Information Systems
|18/11/96 → 20/11/96