TY - GEN
T1 - Hierarchical and feed-forward fuzzy Logic for financial modelling and prediction
AU - Mohammadian, Masoud
AU - Kingham, Mark
PY - 1997/1/1
Y1 - 1997/1/1
N2 - In this paper, the development of a Hierarchical and Feed-Forward intelligent Fuzzy Logic system using Genetic Algorithms for prediction and modelling of fluctuations in interest rates in Australia is discussed. The system developed is used to predict quarterly and half yearly interest rates using fuzzy logic. The fuzzy rules for fuzzy logic predictor are unknown. A knowledge base must be created from the available data. In the paper Genetic Algorithm is proposed as a method for learning the fuzzy rules of the fuzzy logic predictor. A Hierarchical and Feed-Forward Fuzzy Logic system consisting of five fuzzy knowledge bases is developed to solve the prediction problem.
AB - In this paper, the development of a Hierarchical and Feed-Forward intelligent Fuzzy Logic system using Genetic Algorithms for prediction and modelling of fluctuations in interest rates in Australia is discussed. The system developed is used to predict quarterly and half yearly interest rates using fuzzy logic. The fuzzy rules for fuzzy logic predictor are unknown. A knowledge base must be created from the available data. In the paper Genetic Algorithm is proposed as a method for learning the fuzzy rules of the fuzzy logic predictor. A Hierarchical and Feed-Forward Fuzzy Logic system consisting of five fuzzy knowledge bases is developed to solve the prediction problem.
UR - http://www.scopus.com/inward/record.url?scp=84961351969&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:84961351969
SN - 3540637974
SN - 9783540637974
T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
SP - 147
EP - 156
BT - Advanced Topics in Artificial Intelligence - 10th Australian Joint Conference on Artificial Intelligence, AI 1997, Proceedings
PB - Springer
T2 - 10th Australian Joint Conference on Artificial Intelligence, AI 1997
Y2 - 30 November 1997 through 4 December 1997
ER -