In this paper an intelligent Hierarchical Neural Network system for prediction and modelling of interest rates in Australia is developed. A Hierarchical Neural Network system is developed to model and predict three months (quarterly) interest rate fluctuations. The system is further trained to model and predict interest rates for six months and one-year periods. The proposed system is developed with first four and then five hierarchical Neural Network to model and predict interest rates. Conclusions on the accuracy of prediction using hierarchical neural networks are also reported.
|Name|| Lecture Notes in Computer Science book serie|
|Conference||9th International Conference KES 2005 (Knowledge-Based Intelligent Information and Engineering Systems)|
|Period||14/09/05 → 16/09/05|