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 language | English |
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| Pages | 233-236 |
| Number of pages | 4 |
| Publication status | Published - 1 Dec 1996 |
| Externally published | Yes |
| Event | Proceedings of the 1996 Australian New Zealand Conference on Intelligent Information Systems - Adelaide, Aust Duration: 18 Nov 1996 → 20 Nov 1996 |
Conference
| Conference | Proceedings of the 1996 Australian New Zealand Conference on Intelligent Information Systems |
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| City | Adelaide, Aust |
| Period | 18/11/96 → 20/11/96 |