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

Masoud Mohammadian, Mark Kingham

Research output: A Conference proceeding or a Chapter in BookConference contributionpeer-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 languageEnglish
Title of host publicationKnowledge-Based Intelligent Information and Engineering Systems
EditorsRajiv Khosla, Robert J. Howlett, Lakhmi C. Jain
Place of PublicationGermany
PublisherSpringer
Pages775-781
Number of pages6
Volume3682
Edition1
ISBN (Print)978-3-540-28895-4
DOIs
Publication statusPublished - 2005
Event9th International Conference KES 2005 (Knowledge-Based Intelligent Information and Engineering Systems) - Melbourne, Australia
Duration: 14 Sep 200516 Sep 2005

Publication series

Name Lecture Notes in Computer Science book serie
PublisherSpringer

Conference

Conference9th International Conference KES 2005 (Knowledge-Based Intelligent Information and Engineering Systems)
CountryAustralia
CityMelbourne
Period14/09/0516/09/05

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