Intelligent Data Analysis, Decision Making and Modelling Adaptive Financial Systems Using Hierarchical Neural Networks

Masoud Mohammadian; Mark Kingham

doi:https://doi.org/10.1007/11552451_106

Intelligent Data Analysis, Decision Making and Modelling Adaptive Financial Systems Using Hierarchical Neural Networks

Masoud Mohammadian, Mark Kingham

Information, Technology (IT) & Systems

Research output: A Conference proceeding or a Chapter in Book › Conference contribution › peer-review

Abstract

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.

Original language	English
Title of host publication	Knowledge-Based Intelligent Information and Engineering Systems
Editors	Rajiv Khosla, Robert J. Howlett, Lakhmi C. Jain
Place of Publication	Germany
Publisher	Springer
Pages	775-781
Number of pages	6
Volume	3682
Edition	1
ISBN (Print)	978-3-540-28895-4
DOIs	https://doi.org/10.1007/11552451_106
Publication status	Published - 2005
Event	9th International Conference KES 2005 (Knowledge-Based Intelligent Information and Engineering Systems) - Melbourne, Australia Duration: 14 Sep 2005 → 16 Sep 2005

Publication series

Name	Lecture Notes in Computer Science book serie
Publisher	Springer

Conference

Conference	9th International Conference KES 2005 (Knowledge-Based Intelligent Information and Engineering Systems)
Country/Territory	Australia
City	Melbourne
Period	14/09/05 → 16/09/05

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

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https://doi.org/10.1007/11552451_106Licence: Other

https://link.springer.com/chapter/10.1007%2F11552451_106Licence: Other

Cite this

Mohammadian, M., & Kingham, M. (2005). Intelligent Data Analysis, Decision Making and Modelling Adaptive Financial Systems Using Hierarchical Neural Networks. In R. Khosla, R. J. Howlett, & L. C. Jain (Eds.), Knowledge-Based Intelligent Information and Engineering Systems (1 ed., Vol. 3682, pp. 775-781). ( Lecture Notes in Computer Science book serie). Springer. https://doi.org/10.1007/11552451_106

Mohammadian, Masoud ; Kingham, Mark. / Intelligent Data Analysis, Decision Making and Modelling Adaptive Financial Systems Using Hierarchical Neural Networks. Knowledge-Based Intelligent Information and Engineering Systems. editor / Rajiv Khosla ; Robert J. Howlett ; Lakhmi C. Jain. Vol. 3682 1. ed. Germany : Springer, 2005. pp. 775-781 ( Lecture Notes in Computer Science book serie).

@inproceedings{cd8f10ff07e54a428ac8b77a5c64de03,

title = "Intelligent Data Analysis, Decision Making and Modelling Adaptive Financial Systems Using Hierarchical Neural Networks",

abstract = "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.",

keywords = "Neural Networks, Prediction, Modelling, Simulation, analytics",

author = "Masoud Mohammadian and Mark Kingham",

year = "2005",

doi = "https://doi.org/10.1007/11552451_106",

language = "English",

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volume = "3682",

series = " Lecture Notes in Computer Science book serie",

publisher = "Springer",

pages = "775--781",

editor = "Khosla, {Rajiv } and Howlett, {Robert J. } and Jain, {Lakhmi C. }",

booktitle = "Knowledge-Based Intelligent Information and Engineering Systems",

address = "Netherlands",

edition = "1",

note = "9th International Conference KES 2005 (Knowledge-Based Intelligent Information and Engineering Systems) ; Conference date: 14-09-2005 Through 16-09-2005",

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Mohammadian, M & Kingham, M 2005, Intelligent Data Analysis, Decision Making and Modelling Adaptive Financial Systems Using Hierarchical Neural Networks. in R Khosla, RJ Howlett & LC Jain (eds), Knowledge-Based Intelligent Information and Engineering Systems. 1 edn, vol. 3682, Lecture Notes in Computer Science book serie, Springer, Germany, pp. 775-781, 9th International Conference KES 2005 (Knowledge-Based Intelligent Information and Engineering Systems), Melbourne, Australia, 14/09/05. https://doi.org/10.1007/11552451_106

Intelligent Data Analysis, Decision Making and Modelling Adaptive Financial Systems Using Hierarchical Neural Networks. / Mohammadian, Masoud; Kingham, Mark.

Knowledge-Based Intelligent Information and Engineering Systems. ed. / Rajiv Khosla; Robert J. Howlett; Lakhmi C. Jain. Vol. 3682 1. ed. Germany : Springer, 2005. p. 775-781 ( Lecture Notes in Computer Science book serie).

Research output: A Conference proceeding or a Chapter in Book › Conference contribution › peer-review

TY - GEN

T1 - Intelligent Data Analysis, Decision Making and Modelling Adaptive Financial Systems Using Hierarchical Neural Networks

AU - Mohammadian, Masoud

AU - Kingham, Mark

PY - 2005

Y1 - 2005

N2 - 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.

AB - 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.

KW - Neural Networks

KW - Prediction

KW - Modelling

KW - Simulation

KW - analytics

U2 - https://doi.org/10.1007/11552451_106

DO - https://doi.org/10.1007/11552451_106

M3 - Conference contribution

SN - 978-3-540-28895-4

VL - 3682

T3 - Lecture Notes in Computer Science book serie

SP - 775

EP - 781

BT - Knowledge-Based Intelligent Information and Engineering Systems

A2 - Khosla, Rajiv

A2 - Howlett, Robert J.

A2 - Jain, Lakhmi C.

PB - Springer

CY - Germany

T2 - 9th International Conference KES 2005 (Knowledge-Based Intelligent Information and Engineering Systems)

Y2 - 14 September 2005 through 16 September 2005

ER -

Mohammadian M, Kingham M. Intelligent Data Analysis, Decision Making and Modelling Adaptive Financial Systems Using Hierarchical Neural Networks. In Khosla R, Howlett RJ, Jain LC, editors, Knowledge-Based Intelligent Information and Engineering Systems. 1 ed. Vol. 3682. Germany: Springer. 2005. p. 775-781. ( Lecture Notes in Computer Science book serie). https://doi.org/10.1007/11552451_106

Intelligent Data Analysis, Decision Making and Modelling Adaptive Financial Systems Using Hierarchical Neural Networks

Abstract

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